If you keep it in a jacket or pants pocket they won't find it. Random stations are used daily - and you can usually see the tables that are set up outside the turnstiles.

They are inspecting baggage, knapsacks, etc. I doubt that they've found ANYTHING of interest being transported in the public transportation systems of NYC, because anybody carrying something illegal, in a large container, would have to be an imbecile to enter a station where an NYPD search table is set up.