Transferring at Marylebone station from train to underground

It’s all in the same large building. You get off the train and follow the signs for the escalators to the Underground, There are usually staff around so you can ask if you need to. Don’t forget to notice the station building, it’s a rather elegant one.

Paddington and Marylebone (my favourite London station because of the architecture) are physically very close.

Taking the tube will take about 13 minutes plus wait time - 3 minutes actually moving on the tube, just two stops, and about 5 minutes walking at each end.

You could actually walk it in just about 4 minutes longer - TfL says 17 minutes for just 1200 metres.

Or 6 or 7 minutes (10 minutes including a short walk) on one of 2 buses, the 27 or 205 just outside.

Having looked at the walking part of the route the TfL app is basing its time estimate to and from the Bakerloo Line at each end are a nonsense, particularly at the Paddington end which appears to have you going backwards and forwards, round and round in side Paddington Station.

I've done the walking, bus, and Underground option of this transfer many times. There are unavoidable stairs to negotiate at Marylebone (19 steps) to consider. The walking route is fine but not completely straightforward, ie you don't stay on main streets for the shortest route.

The entrance to the underground is on the right after you come out of the ticket barriers at Marylebone, down escalators and short walk along to the platforms. If you have through tickets including the underground make sure your tickets aren't swallowed by the barrier if you have credit size card tickets. Ask a member of staff to open the gate for you
Where are you going to from Paddington?
There may be an easier route

Thank you everyone for your very helpful answers!

There may be an easier route

The alternative route to Paddington would be to change at Banbury and Reading. Although if the purpose is to head out on a train from Paddington it may well be going through Reading anyway.

If you have any interest at all in The Beatles, parts of the Hard Day’s Night film was filmed there. The alleyway next to the station is the where the Beatles were running away from fans at the start of the film.

To answer your question, it’s very easy to transfer from train to underground there and it’s the same building.