It seems u are alone, from Naini you can catch auto or bus going towards karchhana side, alight at Sargam cinema and go by walk to chheoki.
Naini station is a 1 km long place from where One can go to chheoki 2 km walking parallel to tracks.
But Naini area in general is around 7-8 km long. Place where cable stayed new bridge ends south side, Naini starts. From that chauraha, 02 national highway starts, one towards east to Mirzapur NH 76 and other towards Rewa, Satna NH 27.
On...
more... NH 76, from that point, if you move towards east there are many junctions from where roads to Naini station are going.
Even chheoki is also a small part of naini area.
From Sargam Cinema, where you have to alight for chheoki station 250 mtrs distant, the Naini area still not ends and goes further 03-04 KMS towards Naini industrial area, Raymond chauraha, Naini Alstom industry etc.
So don't get confused.
Either if the auto is going upto Naini railway station, go till there and then go by walk to chheoki east side 02 KMS., Otherwise ask auto if he is going upto Sargam cinema chauraha, then alight at the cinema to go chheoki by walk from there