They are both on the New York Subway system, but you'll have to transfer. The best way to get from Grand Central Station to Penn Station is to take the "S" train to Times Square and then take the "1", "2", or "3" trains heading Downtown. The 34th Street stop is by Penn Station.
The subway map calls the A, C, E 34th Street stop the Penn Station stop, but the 1, 2, 3 34th Street stop is just as close; walking from the "S" train to the A, C, or E would take awhile since there is a lengthy walk from the S stop on 7th Avenue to the A, C, E stop on 8th Avenue. It's not worth that.
Grand Central Terminal (GCT)—colloquially called Grand Central Station, or shortened to simply Grand Central—is a commuter rail terminal station at 42nd Street and Park Avenue in Midtown Manhattan in New York City, United States. Built by and named for the New York Central Railroad in the heyday of American long-distance passenger rail travel, it is the largest train station in the world by number of platforms:3 44, with 67 tracks along them. They are on two levels, both below ground, with 41 tracks on the upper level and 26 on the lower, though the total number of tracks along platforms and in rail yards exceeds 100.
The terminal covers an area of 48 acres (19 ha).
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