It is recommended to fly into O'Hare as you can easily get a cab/uber to the hotel. However, Midway is an option, just will be a longer ride.
It is about a 10 minute drive (or less) from the Sheraton to Valley Lo Club. Make sure you put in 2200 Tanglewood Drive (off of Chestnut Ave.) in your maps as there is another entrance that takes you to a gated entrance.