Just so you know, the subway platform arrangements at Penn Station are unusual. Local and express trains depart from different platforms. What this means, in practice, is that you need to make an advance decision whether to go the platform with uptown 1 trains or the platform with 2/3 trains. It really doesn't matter, it's the same one stop trip either way to Times Square.
If you use the 2/3 platform be aware that both uptown and downtown 2/3 trains leave from that platform, so be sure to take an UPTOWN train. It's really pretty well marked but it's good to not be surprised if you see a downtown train on one side of the platform. You'll want the other side.
If you find this confusing (and it really isn't) then just follow the signs to the uptown 1 platform and you'll get where you're going.