To get to Daly Canyon, just continue up Main Street in Park City. The road turns to dirt soon after the last house and a gate is closed across the road not far beyond that. 

Hiking, biking, or jogging up the old road you'll have the stream to your left and about a 1/4 mile up you'll see the old Judge Mine buildings that are being preserved. If you continue farther you'll reach the base of Deer Valley's Lady Morgan Express lift, and a bit further up is the Montage if you want a mid-trip beverage.

Most people enjoy Daly Canyon in the spring, summer, and fall, but it's also a great walk in the winter as well.