By metro: Zócalo Station Line 2 blue walk 5 min
By metrobus: Museo de La ciudad Station Line 4 walk 7 min
By uber: just share the address
From the fine arts palace you can keep walking towards the reforma avenue where you can find the metro bus (red buses) or you can also take metro blue Line 2 Station Bellas Artes. It is a 7 min walk to get to Hidalgo Subway station green line 3.