Go to Navy Pier in downtown .. you'll meet lots of Nepalese and not to mention Beer Garden with live local band is always fun. Also, visit millennium park (link: http://www.millenniumpark.org/). Stay on Lasalle Street across the Chicago river towards North you will find tons of good restaurants, pubs & bars.
If you like going to concerts and staying in downtown, i suggest you visit House of Blues. Friday there is a good band playing: OUTFORMATION also Widespread Panic at Auditorium Theatre - at 50 E. Congress Pkwy (South Loop)
You can then take a cab and go to Nepali/Indian Restaurants (Owned by Nepalese) in Northside of the town.
1. Himilayan Restaurant (www.himalyanrestaurant.com)
2. Mt. Everest Restaurant (www.mteverestrestaurant.com) [ You can take train from downtown to get to this place]
3. Curry Hut (www.curryhutrestaurant.com) Way up North.
Visit Devon Market to buy Indian Groceries.
That's all i can think of.