You can't exactly harness heat; what can be harnessed is a temperature differential, to convert into some form of mechanical motion or electrical potential. You'd need some apparatus that connects the hot mass and some cold sink with thermocouples. Whether that's possible or feasible on the scale of the London Tube, I don't know.

https://en.wikipedia.org/wiki/Thermoelectric_effect

Instead of that, probably a more feasible way to make use of heat is just as heat, by some way of circulating it into buildings in the winter. One interesting angle of looking at this would be that it's really an artificially created geothermal source.