New York City's Grand Central Station is located at 42nd Street between Lexington and Park Avenue. It is a relatively short distance from Penn Station, which is situated on 33rd Street, between 7th and 8th Avenue. Several transportation options will get you from Grand Central to Penn Station, which are only 13 blocks apart.
Walk. From Grand Central Station, simply walk four blocks west (you'll know you're going in the right direction if you're going uphill) until you reach 7th Avenue, then turn left and head south for nine blocks until you reach 33rd Street and Penn Station.
Take a cab. Taxicabs are constantly passing all the entrances to Grand Central Station. Hail a cab by standing on the curb holding up one hand high in the air. The ride to Penn Station should take 10 minutes, but could take longer depending on traffic.
Take the subway. Take the "S" shuttle train from Grand Central Station to Times Square. Get off at 42nd Street-Times Square. Transfer to the "1" train to South Ferry. Get off at 34th Street-Penn Station.
Ride a city bus. You'll have to walk to 41st Street and 5th Avenue to catch the Q32 bus. Get off at West 32nd Street and 7th Avenue.