Versatileiam is right about Steamworks as a good place to go, but if you want to get there on the el from the Sheraton, you should catch the Red Line subway at Grand and State, and otherwise follow the same directions that Versatileiam gave. The Brown Line that was suggested above will also get you there, but the closest stop to the Sheraton is a lot further away.
You can also just take a cab, which will cost about $10 one way not including tip.
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