You can cycle there. It's not drive in. You enter opposite where the Velodrome is. I cycled down the Ashton Canal, into the complex. Cars were directed to the car park on the right, and I was guided through by staff to follow the pedestrian flow to the Tennis Centre. You'll be directed to the left of the big gazebo outside the tennis centre, and there are sheffield stands near the portaloos (this is also where the exit is after your vaccination.
Lock bike, and head back towards the fence and you'll be directed into the gazebo. In here they take your details and then you are directed towards the main tennis hall, where you'll ask some questions with a nurse, then directed to your booth.
Don't go cutting your finger that very morning before you go as you are requested to hand sanitise every step - that stung more than the injection.