Learn Danish: Hvor er stationen? - Where is the station?

This is the V2 (verb-second) rule! In Danish, the verb is almost always the second piece of information in a sentence. Since the question word hvor (where) is in the first position, the verb er (is) must come exactly second.

Is stationen the word for "a station" or "the station"?

It means "the station". In Danish, you generally don't put a separate word for "the" in front of the noun. Instead, you attach it to the end of the word. Since it is en station (a station), you add -en to the end to get stationen.

Why do Danish question words like hvor start with "hv"?

Danish question words usually start with hv-, which is the exact equivalent of the English "wh-". Just remember that the "h" is completely silent in Danish, so hvor is pronounced starting with a pure "v" sound.

Does hvor only mean "where"?

On its own, like in this sentence, hvor means "where". However, you will also see it paired with other words to mean "how", such as in hvor meget (how much) or hvor gammel (how old).