The gym seemed as good a place to start as any. Connor had agreed to meet up with Andy, mostly in an effort to find food. He knew supplies were limited at the Clock Tower, and after spending about twenty-four full hours there, he was determined to get out of there. Stat.
Besides, he'd been in this place a few days already and knew almost nothing. The first day, he and Chris had basically hid from idiots. The second day, Connor had been a whopping 6 years-old and had spent his day climbing trees, giving Rose heart attacks, and making a totally excellent Donatello. (After all, who else would a future techie and inventor play?). By day 3, he was large again, but hiding from blood thirsty birds.
So when Andy had offered him both an out and a tour of the place, he'd jumped at it. No more birds! He was free to run around like normal!
Of course, what he actually walked up to was much, much worse.