You may get slammed by some people for asking that, so be prepared.
But yes, you can walk to both 930 and Black Cat from the U Street stop. It's about a mile in opposite directions from that stop.
Take the 10th St. exit if going to 930 and the 14th Street exit if going to Black Cat.
Make sure your show ends while Metro is still running. Generally when going it alone, it's a safe neighborhood if you stay on U Street and just turn on V St/9th St/14th Street depending which place you are going to.
If you are traveling with a partner or a herd, then all should be fine regardless.
RNR, I've never been to, but I know the closest stop is on the Red Line.