Take the Circle (yellow) or District (green) line from St. James's Park to Embankment (2 stops).
Transfer at Embankment to the Northern (black) line northbound.
Travel from Embankment to Leicester Square (1 stop).
At Leicester Square, switch to the Piccadilly (dark blue) line eastbound.
Travel from Leicester Square to Covent Garden (1 stop).
This route involves two changes and a total of four stops.