Ĉu vi povas diri al mi, kie estas la stacidomo?

Ĉu is the standard Esperanto word used to turn a statement into a yes/no question.

So:

• Vi povas diri al mi... = You can tell me...
• Ĉu vi povas diri al mi...? = Can you tell me...?

Unlike English, Esperanto does not usually change the word order to form this kind of question. It simply adds ĉu at the front.

In English, yes/no questions usually require inversion:

• You can tell me.
• Can you tell me?

Esperanto normally does not do that. It keeps the ordinary word order and adds ĉu instead:

• Vi povas diri al mi...
• Ĉu vi povas diri al mi...?

This is one of the nice regular features of Esperanto: questions are easy to build because you do not need to rearrange the sentence.

Vi means you, and it can be:

• singular: one person
• plural: more than one person

Esperanto does not normally distinguish between you and you all, or between informal and formal you. So vi works in all of those situations.

Al mi means to me.

In this sentence, the verb diri means to say / to tell, and the person receiving the information is marked with al:

• diri al mi = tell me / say to me

Why not mi?
Because mi is just the subject form I.

Why not min?
Because min is the direct object form me, but here Esperanto uses al to mark the person being addressed:

• Li donis libron al mi. = He gave a book to me.
• Diru al mi. = Tell me.

So al mi is the natural form here.

Literally, povas means can / are able to.

In a sentence like this, though, it often works the way English can does in polite requests:

• Ĉu vi povas diri al mi...? = Can you tell me...?

So yes, it literally asks about ability, but in normal use it functions as a polite request.

If you wanted to sound even more tentative or polite, you could also say:

• Ĉu vi povus diri al mi...? = Could you tell me...?

The comma separates the main clause from a subordinate clause.

Main clause:

• Ĉu vi povas diri al mi = Can you tell me

Subordinate clause:

• kie estas la stacidomo = where the station is / where the station is located

Esperanto often uses commas a bit more regularly than English to mark clause boundaries, so this comma is normal and helpful.

Yes. This is the normal Esperanto word order for that clause.

• kie = where
• estas = is
• la stacidomo = the station

So literally: where is the station

In Esperanto, even inside an indirect question, the structure often stays very straightforward:

• Mi scias, kie estas la stacidomo. = I know where the station is.

English changes the order in indirect questions (where the station is), but Esperanto often keeps the same simple pattern as in a direct question-like clause.

Stacidomo is a compound word:

• staci- = from stacio (station)
• domo = house / building

So stacidomo literally suggests something like station-building.

In actual use, it means railway station / train station.

This is a very Esperanto-like feature: words are often built from smaller meaningful parts.

La means the.

Here, la stacidomo means the station, usually referring to the station relevant in the situation, such as the one in town or the one the speaker is asking about.

Using la is natural because the speaker is asking for a specific place, not just any station in general.

• Kie estas stacidomo? would sound more like Where is a station?
• Kie estas la stacidomo? = Where is the station?

A rough pronunciation guide:

• Ĉu ≈ choo
• vi ≈ vee
• povas ≈ PO-vas
• diri ≈ DEE-ree
• al ≈ ahl
• mi ≈ mee
• kie ≈ KEE-eh
• estas ≈ ES-tahs
• la ≈ lah
• stacidomo ≈ stah-tsee-DO-mo

A few important sound notes:

• ĉ sounds like English ch in church
• c sounds like ts in cats
• stress in Esperanto is usually on the second-to-last syllable

So:

• PO-vas
• DEE-ri
• ES-tas
• sta-ci-DO-mo

Yes, this sentence is polite and natural.

Ĉu vi povas diri al mi, kie estas la stacidomo? is a perfectly good way to ask for directions.

A few similar alternatives are:

• Ĉu vi povas montri al mi la vojon al la stacidomo?
  Can you show me the way to the station?

• Kie estas la stacidomo, mi petas?
  Where is the station, please?

• Ĉu vi povus diri al mi, kie estas la stacidomo?
  Could you tell me where the station is?

Your original sentence is already correct, polite, and useful.

Yes. Diri basically means to say, but in sentences like this it is often translated more naturally as tell in English.

So:

• Ĉu vi povas diri al mi...?
  literally: Can you say to me...?
• natural English: Can you tell me...?

That is why the standard translation usually uses tell rather than say.