If you're coming from the west (e.g. Ontario), the 401 turns into the 20 at the Ontario-Quebec border. Don't be alarmed by signs indicating that you're on the 40. As you approach the Island of Montreal, follow the signs to "20" or "Centre-Ville."
Highway 20 runs through the town of Dorion and then turns into the Autoroute Ville Marie (720) as you enter Montreal. Follow the signs to Montreal Centre-Ville (Montreal downtown) past the exits for Atwater and Guy.
Take exit 4 (Rue de la Montagne/St. Jacques), which brings you through a tunnel. Keep left to follow the signs for Rue de la Montagne Nord/St. Jacques. As you exit the tunnel, turn left to go up the hill and then make a quick right onto Montagne. Continue north to Sherbrooke and turn right. After a few blocks, you'll see the Rodick Gate entrance to the McGill campus on your left.