What is best walking route from COVENT Garden Station to the LYSEUM?
I would walk down James street and then straight through the middle of the piazza. Come out the other side and then go left down Tavistock Court and Tavistock Street, into Wellington Street. It only takes about 10 mins
If you want a proper walk (half hour walk, to see a few more sights) then go down Long Acre instead and keep going till you get to Leicester Square. Leave it via Irving Street and walk to Trafalgar Square, then go along the Strand till you get to the Lyceum.