As Madison, move the large pieces of wood away from the window. As soon as it's clear enough so that you can you try to jump up to it. It's still too high though. There's a red box near Ethan. Move it to the window and then you can climb out. Make your way down the street and go through the first gap in the cars that you come to. Then turn left, take the first gap, then turn right. Take the first gap, then turn left and head into the subway station. As you go in, head to the turnstiles on the left and go through. Once you're down on the platform, climb down onto the tracks and go across to the next platform. Once you're on another subway car, you'll be safe. Just keep moving.