As you can see from these examples there is no rule for using the with the names of streets.
- Baker Street
(baker and street are normal words) - The High Street
(high and street are normal words) - Covent Garden
(Covent isn’t a normal word but garden is)
All you can do is look at a map.
But there is a rule for squares. Don’t use the with the names of squares.
The Market Square.
Market Square.The Leicester Square.
Leicester Square.