To escape Blake using the subway, you first have to help Madison uncover the window so they can leave the apartment. Remove the boards and then push the trunk over to the window, pull it open (by jerking the controller) and then lift Ethan up. Once you are both outside, you have to navigate the traffic to get to the subway tunnel. Go straight through, turn left, take the first right and then the next right, left, and you should have yourself a clear opening towards the subway.
Once you get in, Ethan will start to have a panic attack due to his agoraphobia. Push through the crowd to either of the turnstiles on the sides (lit up with green icons). I used the one to the left, but don't go too far left or else a cop will bust you. Once you've past that and make it down to the station level, hop down onto the tracks and cross to the other side.