You can walk much of the way between the central railway station and your hotel indoors. Starting from the central railway station, you go down an escalator in the main entrance hall and then veer towards the right, following signposts towards the Forum shopping center (in the large underground hall, the correct tunnel entrance is basically right above the escalators which lead from the level below further down to the metro/subway). Once you reach Forum, you go up, up, up the escalators to the top level and exit the building into a courtyard. There's an entrance to a short indoor passageway next to the BR-lelut toy store. Once you exit that, you'll end up at the corner of Hotel Torni, with less than 200 yds to walk straight ahead along the Yrj�nkatu street to your hotel.

But the Forum shopping centre closes at 9 PM, so the tunnel route is cut short at that time. It can also get a bit rowdy in the immediate vicinity of the central railway station at late hours.

There are also some other tunnels and covered walkways in the same network that provide some additional shortcuts and shelter from inclement weather - mostly quite utilitarian, but in some parts lined with shops, cafes and restaurants.

I'm debating between going to Helsinki either in late October (2nd or 3rd week) or beginning of November (1st or 2nd week). Is there much of a difference in terms of snow/cold? I live in NE USA so I'm used to cold but I'd like to be able to explore the city by foot.

Any recommendations on great vantage points for cityscape photography?

Check out the Allas Sea Pool, which has an elevated bar and deck area. IMO it has a lovely vista over the harbour and nearby buildings.

You can even go to sauna followed immediately by an icy cold winter swim there, if you're game - it's open year round

For something more high-rise (by Helsinki standards): try the Ateljee Bar at the Sokos Hotel Torni.

The arrival of snow is rather unpredictable: snow statistics of Finnish Meteorological Institute (these stats are sadly only available in Finnish) tell that since 1961 on average the first proper snow cover in Helsinki has came on November 19th, but then the earliest date recorded is 11.10.1973 and the latest is 12.1.2014, so there is quite some variation and you never know in advance how it is this year. And since the sea still pretty much certainly open that time of year, that moderates the climate in Helsinki a little, so in late autumn the temperatures are not super cold, maybe little below freezing at times. And especially in October the sun may still warm up while it is up, in November less since the daylight hours are becoming fewer each day. But I think that how pleasant it is walk around depends more on how rainy (and windy) it is rather than which autumn month it is. And obviously you can predict these weather phenomena only few days earlier.
Anyhow, since you mention photography, I think October might be a better bet since there is more daylight and you most likely will see more colourful leaves on trees then.
I'm more into nature photography myself, but few places that pop into my mind immediatly are Suomenlinna (worth a visit in general) and Ateljee Bar on the top floor of Hotel Torni. And for slightly less urban cityscapes you might want to venture further away from the city centre and head to landfill hills either in Vuosaari (in the eastern parts of the city) or Malminkartano (in the north-west).

Awesome, thanks for the recommendations FlyingJoy and Hezu!

Decided on late October (3rd week), do you think we'll be able to catch the changing of the leaves?