No just print out a schedule from NJ transit. Park in the garage, $6, buy ticket at station for R/t--cheaper that way.
The train goes right into Penn Station in NYC, right below Madison square garden, Macy's is right across the street, Empire State building down a few blocks, you can walk everywhere if it's a nice day.
But for 2pm, I'd take and early train,get there around 10 see some things have a nice lunch, and then walk around a little after the show, but it may be too late in the day, I assume the show is over 2 hours?? If you tell us the theater, I'm sure someone can suggest a nice place to eat nearby