Using radio polarimetry we study the connection between the transport of cosmic rays (CRs), the three-dimensional magnetic field structure, and features of other ISM phases in the halo of NGC 253. We present a new sensitive radio continuum map of NGC 253 obtained from combined VLA and Effelsberg observations at lambda 6.2 cm. We find a prominent radio halo with a scaleheight of the thick radio disk of 1.7 kpc. The linear dependence between the local scaleheight of the vertical continuum emission and the cosmic ray electron (CRE) lifetime requires a vertical CR bulk speed of 270 km s^-1. The magnetic field structure of NGC 253 resembles an ``X-shaped configuration where the orientation of the large-scale magnetic field is plane-parallel only in the inner regions of the disk and at small distances from the galactic midplane. At larger galactocentric radii and further away from the midplane the vertical component becomes important. This is most clearly visible at the location of the ``radio spur southeast of the nucleus, where the magnetic field orientation is almost vertical. We made a simple model for the dominant toroidal (r,phi) magnetic field component using a spiral magnetic field with prescribed inclination and pitch angle. The residual poloidal (r,phi,z) magnetic field component which was revealed by subtracting the model from the observations shows a distinct ``X-shaped magnetic field orientation centered on the nucleus. The orientation angle of the poloidal magnetic field is consistent with a magnetic field transport described by the superposition of the vertical CR bulk speed and the rotation velocity. Hence, we propose a disk wind which transports cosmic rays, magnetic field, and (partially) ionized gas from the disk into the halo.