I'd just get the Piccadilly Line Tube to Covent Garden & walk from there.

If you go to www.tfl.gov.uk and put in "heathrow airport" and "Waldorf Hilton" (as a place of interest) into their journey planner, it'll tell you the route & give you a map of how to do that last bit

BTW NEVER rely on the Tube Map to work out what is near which station otherwise you'll end up doing 30 minute journeys to travel a distance you could walk in 10.

Get yourself a flat foldout map of Central London