I agree with the 20-25ish minute walk time. You can also get to the Chicago Pedway system through the City of Chicago building just east of the theatre. It'll take you underground all the way to Millennium station. It's a bit confusing to navigate, but might be a good option to stay out of the cold.
Its probably a 20 minute walk
It's 5 city blocks and it can take anywhere between 10 and 20 minutes to walk.
20-25 min
About 6 blocks from Millennium Park station
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