"To take the subway" means to use the underground train system as a mode of transportation to get from one place to another quickly and efficiently. Full definition
I love your daring nature to take the subway tile to the ceiling. (theinspiredroom.net)
I no longer need to worry about having too many clothes on when taking the subway or shooting outside in the humidity. (thechampagneedit.com)
To get to the city centre you catch a bus (which is free) from outside the hotel to the main metro line, then take a subway to the main centre. (loveholidays.com)