Get the terms correct: the "green line" is what we call the Lexington Avenue IRT, and it carries three different trains. The 4 train is the "Jerome Avenue" line, and the 5 is the "Dyre Avenue" line. In Manhattan, the 4 and 5 both run on the center track. The 6 train is the "Pelham Bay" local (as in "Taking of the Pelham 123"), and runs on the side track. You can switch from the 6 to the 4 or 5 by walking across the platform to the center track at any platform where all three lines stop. Trains heading to the Bronx are "uptown", trains heading towards Brooklyn are "downtown". Confused? Print this out and take it with you, it will make more sense when you see it.
To get to Yankee Stadium, catch the 6 train uptown at 33rd and Lexington. Take this to one stop 42nd st/Grand Central. Cross the platform, and change to the uptown 4 train (NOT the 5). Take the 4 to 161st St in the Bronx. When you get off the train, follow the crowd. The stadium isn't in the best part of town, don't get lost, and don't hang around after the game. It's actually fairly safe, but it can be a very scary place to be lost after dark.
To get to the statue of Liberty, take the 6 train downtown to 14th st, then walk across the platform to switch to the 4 or 5. Take the 5 to Bowling Green. Battery park is across the street from Bowling Green, and the boats to the SOL and Ellis Island load at a dock in the park. You buy your ticket right there. It's also a short walk from there to the WTC site, but I can't imagine why anyone would want to visit there. It's just some construction, and tourists trying to imagine the unimaginable. Better to go see South Street Seaport or Chinatown.