The Master manages, helped quite a bit that they're holding hands while they run, and he can just let himself be led as they make their way into the subway station and try to find a train that will take them somewhere.

They're not the only ones who've arrived, though, as the Doctor and Ambrose are stepping off the B train, tracing the Master as best they can. He's at almost the same level as them, which means he's likely in the subway station as well. Which probably means he's going somewhere, so they speed up, running up the stairs to find the other tracks.