It's not too hard to find. From Xenia's table, go across the checkered area, up a short set of stairs, then turn right between the curtains.
When you come back out, turn left to see the seats in the amphitheater, then turn left again to face the curtain. From here, turn right to down the steps again and forward to go to Xenia. Going up the amphitheater steps will take you out of the amphitheater and into the courtyard that leads to the museum.