There've been plenty of threads asking about EWR to Manhattan, so I've got the EWR to Penn station part pretty much figured out. What I can't seem to find is how to go from Penn Station to Grand Central Station.

I'm staying at the W-The Court... would it be best to just walk from Penn Station to the W? There doesn't seem to be any direct subway line that runs from Penn Station to Grand Central...

Any help is greatly appreciated!