Die is the Afrikaans definite article, meaning the.
So die polisiestasie means the police station, not a police station.
A helpful thing for English speakers: Afrikaans uses die for:
So unlike languages such as German or Dutch, you do not have to learn different forms for masculine, feminine, or neuter here.
Afrikaans very often writes compound nouns as a single word.
So:
This is very normal in Afrikaans. English often writes similar ideas as two words, but Afrikaans prefers one compound word.