hey there, I am native Russian-speaker. If your question still bothers you, В and other prepositions tend to be pronouced together with the next word without pauses (as it is often done in English, too), so it can be a bit swallowed there and not distinct wnough. the sound itself is pretty similar to English 'v' but with less teeth
The official best solution is .. In the Subway, which is clearly wrong, Subway is a sandwich shop. It should be subway. But Tube, to my mind is understandable for UK EN, but is only, in reality, limited to London. Other places in the UK, where there is an underground railway use metro (for example, Newcastle).