If you like like second-hand bookshops etc. then head up to Queens Road. There you'll find the Loros Bookshop, the Age UK Bookshop, Spiral Scratch (Loros Vinyl Shop) and Clarendon Books (around the corner from Queens Road, 144 Clarendon Road). Queens Road is about a ten minute drive from the party venue or about a 35 mins walk.
If you're interested in the King in the car park then try the visitor centre in the city centre. It is next to the Cathedral, where his tomb in located and around the corner from The Guildhall (one of the oldest buildings in Leicester).
Just around the corner from the party venue.
This is on the edge of the city so easiest to reach by car.