Depending on the time of night the tour is over, I would not recommend waking alone late at night on the calle Hortaleza. Since I don't know your familiarity of the area/language... its a short trip, so it'll be cheap, but take a cab! From the Plaza del Sol it'll be like a 3 minute ride! Or see if someone from your group is going your way and buddy up!
Have fun on the tour!