I don't believe she got whisked anywhere. The beginning of the song was pre-recorded, I would guess in front of a green screen. She only appeared live in front of Macy's.
The beginning of the song was pre-recorded because she was walking past the balloons at the start of the parade on the Upper West Side, along with some of her cast members. And then they all got (presumably) driven down to Herald Square. The pre-recording was likely happening at 7 or 8 am. It was a long morning of shooting.
