What subway train do I take from Penn station?

My favorite with less walking is to take the C train to 81st Street and you get a free transfer on a Crosstown bus through Central Park to 5th Avenue where the museum is

Subway would be the easiest. Take Train "E" from Penn Station, transfer @Lexington/53rd St to Train "6" (uptown); get off at 86 st. Exit on the Museum side (watch for sign leading to the Stairs). Walk to the museum is about 1km ~10min. I commute to work there every day. The walk is very easy.

E train to queens

Sounds like a plan. You can also pop the address in maps and it will give the best train routes

Take the E towards Jamaica Center