The best starting points are going to be the public access points in Lake Geneva, Williams Bay, and Fontana. The entire path is about 21 miles and would take 8-10 hours to complete so consider breaking it up into smaller segments.
Here are some distances and estimated walk times:
Lake Geneva to Chapin Road- approximately 3.8 miles, about 80 minutes.
Lake Geneva to Big Foot Beach-approximately 1.9 miles, about 40 minutes. Fontana to Shadow Lane-2.5 miles, 50 minutes.
Shadow Lane to Big Foot Beach-6.25 miles, 130 minutes.
Williams Bay to Chapin Road-3.5 miles, 70 minutes.
Fontana to Williams Bay-3.3 miles, 65 minutes.
Linn Pier to Big Foot Beach-3.3 miles,65 minutes
Shadow Lane to Linn Pier-3 miles, 60 minutes
Consider parking a car at the end of one of the sections and driving another to where you want to start.