The Wellington CBD is a short 5 minute walk from the dock.
If you choose to do the walking thing then there are a few things you need to know.
I hate to admit this but Wgtn does not have a dedicated cruise dock.
When you get in you will be parked near the wood/timber exporting area.
The walk to the CBD starts exiting the secure area to a badly sealed footpath next to old rail lines.
The first set of traffic lights is where you should cross to the right hand side of the road (and use this crossing on the way back).
Watch out for big trucks (semi's to the yanks) and lots of other traffic as this is the entrance/exit to the port for all traffic.
The CBD area starts at the Wgtn railway station (a big brick building on your right).
Rail enthusiast's should take a round trip on the "Johnsonville line" which is about an hour in total.
Having said all of the above the best way to visit Wellington would be one of the guided tours as there is so much to see that a walking tour would not do my hometown justice.
The web page for "Centerport" (Wgtn port) is here
http://www.centreport.co.nz/