Learn Dutch: Ga naar het politiebureau als je iets ziet. - Go to the police station if you see something.

Because of the word als (if). Als introduces a subordinate clause, which is a part of a sentence that cannot stand alone. In Dutch, these clauses push the working verb to the very end. So instead of the normal word order je ziet iets (you see something), it becomes als je iets ziet.

Why is there no subject like jij in Ga naar het politiebureau?

This is an imperative (a command or instruction). Just like in English, you drop the subject when telling someone to do something. In Dutch, you do this by simply using the stem of the verb, which for gaan (to go) is ga.

The English translation says if you see something, but does iets also mean anything?

Yes! Dutch does not have separate words for something and anything. The word iets covers both meanings, so als je iets ziet translates perfectly to if you see anything as well.

Why is politiebureau written as one long word?

In Dutch, compound nouns (words made by combining other nouns, like politie and bureau) are always glued together into a single word without spaces. This is different from English, where we write police station as two words.