。
Why did she go to the station?
Literal
She [topic-は] why station [to-に] went [explanatory-の] is [question-か]?
Stripped down to the bones, this is a textbook polite question: subject, why, destination, motion verb, polite question ending. The pattern なぜ…のですか is the most neutrally polite framing for asking about reasons — formal enough for business, soft enough for casual conversation. 駅 ('station') in Japanese typically means 'train station' specifically, since rail is by far the dominant intercity and intra-city transport mode; bus stations and other transit hubs use different words (バスターミナル, バス停, 港).