Deirdre, where do you want to start? City centre, Plaza Castillana or outside Madrid?
The Amigos' office is very close to Sol:
c/ Carretas 14, 7, B-1 (metro Sol)
28012 Madrid
I started at the Santiago church in Madrid, but there are, as mentioned no arrows until Plaza Castillana, so I brought one of the free roadmaps. It was very easy to find the way, you just keep walking north on Calle de San Bernardo/Calle de Bravo Murillo. (the one issued by El Corte Ingles, it covers not just the city but the suburbs all the way up to Fuencarral.)
If you use google maps, you can use the "find directions" from Plazuela de Santiago, 28013 Madrid, Spain (That's where the Santiago church is situated.)





