Hi losjuanes, Welcome to cruise-chat! If you book a hotel through Princess they'll offer transportation from airport to hotel and hotel to pier. If you book a hotel on your own the transportation is offered from Rome City Centre to the pier but not from a hotel unless you've booked the room through the cruiseline. There are other, outside transportation options and many threads on here about the topic. Use the find key to find past posts. Also, many of the finer hotels will have transportations options to the pier through transfer companies they contract with, seperate from the cruiseline.
There may be others here with advice on transfers they've used with good results. Have a great cruise!