Well, I've been able to narrow it down some. At classicalliance.net, they have a new link named "The New York City Sights of Beauty and the Beast". Clicking it takes you to a list of NYC places featured or mentioned on the show, and a small map of where they are. The "larger version of map" link takes you to a Google map, with descriptions of the sites. Clicking on the "Museum of Natural History" (toward the bottom of the list) shows the notation that, when Catherine fled the piano concert in "A Happy Life", she ran from there to the "culvert" (the tunnel entrance). So, unless she was in better shape than most lawyers in the D.A.'s office (and a good sprinter in either heels or bare feet, since she was dressed for classical music), it must be somewhere in the middle of the west half of the park, fairly close to the museum.
