From Central Station follow the cycle path past the Babylon Shopping Centre. Go right immediately after the Ministry of Foreign Affairs. Behind the ministry you will see the National Library of the Netherlands (the white KB Building). The RKD is situated on the ground floor. Lockers are available under the entrance hall.
Please note that the above situation may already have changed again by the time you visit us: The Hague City Council and Netherlands Railways are currently undertaking major building work which is likely to continue for some time.