The easiest way to go would be by taxi - but it's also the most expensive way. You can go easily and cheaply by metro. Check out the map @ http://www.MetroMadrid.es .

As for "a nice place to have lunch" near the ticket office, Plaza de Colón, please steer clear of The Hard Rock Café. Yes, the food IS good but the loud, American atmosphere there will not lend to a good welcoming transition to Spanish culture.

Anyone else have ideas for good Spanish restaurants around there?

Enjoy your visit to Madrid and Spain!

Saludos, MadridMan