La pensione è vicina alla stazione.

Italian usually uses an article where English sometimes can omit one. Here la pensione means the guesthouse / the boarding house.

• la = the for a feminine singular noun
• pensione is a feminine singular noun

So la pensione is the normal definite form.

It can, depending on context. Pensione has more than one meaning in Italian:

• pension / retirement pay
• guesthouse / boarding house / small hotel

In this sentence, because of vicina alla stazione, it clearly means a place to stay, not retirement money.

Because è is the verb is from essere.

The accent matters because:

• è = is
• e = and

So:

• La pensione è vicina = The guesthouse is near
• La pensione e vicina would be wrong

Because vicina agrees with pensione, which is feminine singular.

Italian adjectives usually agree in gender and number with the noun they describe.

• la pensione → feminine singular
• therefore vicina → feminine singular

Compare:

• L’albergo è vicino alla stazione.
  (albergo is masculine singular)
• La pensione è vicina alla stazione.

Alla is a combination of:

• a = to / at / near in this kind of structure
• la = the

So:

• a + la = alla

This is called a contracted preposition.

Other common ones are:

• a + il = al
• a + i = ai
• a + gli = agli
• a + le = alle

Because in Italian, when a noun like stazione has a definite article, the preposition usually combines with that article.

Since the noun is la stazione, after a you get:

• a + la stazione → alla stazione

So a stazione is not correct here.

Italian often uses the definite article with places and buildings when speaking about a specific one, even where English usage may feel slightly different.

Here la stazione means the station.
So vicina alla stazione is literally near to the station.

This is the normal Italian pattern.

You may hear vicino used in an invariable way in some contexts, but in a sentence like this, learners should normally use the agreeing adjective:

• La pensione è vicina alla stazione.

That is the safest and most standard choice, because vicina matches pensione.

So for learning purposes:

• feminine singular noun → vicina
• masculine singular noun → vicino

Yes. A very common pattern is:

• essere vicino/a a + noun

Examples:

• La casa è vicina al mare.
• L’hotel è vicino al centro.
• La scuola è vicina alla banca.

Notice that a often combines with the article:

• a + il = al
• a + la = alla

Yes, but the original sentence is the most neutral and straightforward:

• La pensione è vicina alla stazione.

You could also say:

• Vicino alla stazione c’è la pensione.

That version changes the focus a little: it emphasizes the location first, almost like Near the station, there is the guesthouse.

So the original sentence is the best basic pattern to learn first.

A simple pronunciation guide is:

la pen-SYO-ne eh vee-CHEE-na AL-la stat-TSYO-ne

A few helpful notes:

• è sounds like eh
• ci in vicina sounds like chee
• zione in stazione sounds like tsyoh-neh
• stress falls roughly on:
  • pensione
  • vicina
  • stazione

So the rhythm is:

La pen-SYO-ne è vi-CHEE-na al-la sta-TSYO-ne.