You should be able to take the L downtown on the Orange line from Midway and then change trains downtown at the Roosevelt stop.
At the Roosevelt stop, board a Northbound Red Line train (the signs on the train will say "Howard") and ride the train to the Addison stop. Wrigley Field will be one block west of the Addison stop.
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The distance it'll take someone to get from Midway Airport all the way to Wrigley Field in time is at least 30 minutes whereas the actual distance in miles is 15.80.