Passengers at Terminal 5 take the ATS transfer train to Terminal 3. Blue Line stations Downtown include Washington, Monroe, Jackson and La Salle. Journey time Downtown is around 45 minutes.
Trains run every ten minutes during the day.
More information is available at the Chicago Transit Authority web site . The Blue Line train is a cheap and efficient way from O'Hare to Downtown Chicago. For safety it's better not to use the train late at night.