Both destinations are served by Indore (IDR). Since there's no flight route between them, the best way to travel is by road.
Ujjain
Fly to Indore (IDR), then travel by road to Ujjain. Taxis, buses, and private cabs are available from the airport.
Indore
Fly to Indore Airport (IDR), then travel by road to Indore. Local transport options include taxis, auto-rickshaws, and state buses.