Determine which Tube line you are nearest to. You can do this by either asking people, checking a physical map or looking at an online map. The London Underground, or Tube, has 11 lines, each assigned a name and color.
Plan your journey ahead of time. You can either do this by using a London Underground map, or by using the Journey Planner on the Transport For London website.
Look for a bus stop if your nearest Underground station is not within walking distance, so that you may take a bus to the station. Check the sign by the bus stop, as it will indicate the next stops and whether or not it will stop at a Tube station. Make sure you are headed in the correct direction--if you're unsure, ask the driver.
Pay the fare once you are at a Tube station. You may either pay with a prepaid touch card, called the Oyster Card, or purchase a pay-as-you-go card in the station. This can be purchased from a machine or the window.
Decide if you need to make any transfers. If your closest line is the Victoria Line, then you are in luck, as the Victoria Palace Theatre is only 100 meters away from the Victoria stop on the Victoria Line. If you find yourself at another line, consult the map. You may need to make up to two transfers. Transfers do not cost any additional money, and when you exit the train, you simply follow the signage to the other track.
Exit through the main entrance once you have arrived at Victoria Station. The theater will be across the road on Victoria Street, just a few minutes to the right.