If you said "don't do it," you need to read this.
There are almost no bad times or places to approach women, just bad methods.
This is one of the first thing I teach men in my classes because so many of them eliminate half their opportunities with silly rules about when you shouldn't talk to a woman. If you do end up annoying someone, that is their problem, not yours.
Obviously you don't approach the woman sprinting on the track with earbuds, but to say there is never a good way is just wrong.
I'll give you one example. For the sake of this example let's assume you are attractive, you are comfortable talking to women you don't know, and you can read cues. Ladies -- if there are any here -- pretend that the guy in this example is someone you are dating or would like to date.
You come up behind a woman who seems to be running without great effort. You notice that the people she passes by are smiling at her, which means she is likely smiling at them. That lets you know that she is friendly and not avoiding contact.
Think about what you want to say. You will start with one simple question. Don't go for something open ended because she is running and you want to give her an easy out.
Wait until you are half a stride ahead of her so you don't scare her and then ask your question. Wait for her answer and then respond to her answer with a statement, not another question. If she doesn't ask you a question or make an effort to continue the conversation you tell her to have a good run and move along. Don't sprint away. She just wants to you be good looking and not smell, she doesn't care how fast you are.
Here's a somewhat corny conversation example.
You: Hey, are those the new vaporflys?
Her: Yup
You: I've been thinking about getting a pair. I figure if my morning runs are 4% faster maybe I won't always be late for work.
Hopefully at this point she will continue the conversion. If she just fake laughs, move along. Don't be tempted to ask her what she thinks of the shoe. That's fine for after a race, but not during a run.
Also, don't go into it thinking you are going to get a date. To be successful you have to not care what the outcome is.