Camino a la siguiente estación con mi perro.

In this sentence, camino is the first-person singular present indicative of the verb caminar (“I walk”).
• As a noun, camino (“path” or “road”) would normally appear with an article or determiner (e.g. El camino es estrecho).
• Here there’s no article, and it directly expresses the subject “I”—so it’s a verb.

Spanish contracts a + el into al, but a + la stays separate.
• Estación is feminine, so its definite article is la.
• Therefore you say a la estación, not al estación.

• In Spanish, some adjectives (especially those expressing order, like siguiente) commonly precede the noun: la siguiente estación.
• You can also say la estación siguiente, but it sounds slightly more formal or poetic.
• Próximo/a (“next”) is a common synonym: la próxima estación. Note that próximo must agree in gender: próxima here.

• Siguiente is invariable for gender: it’s the same for masculine or feminine singular (el siguiente tren, la siguiente estación).
• It does change for number: siguientes for plural (las siguientes estaciones).

• The preposition con (“with”) is required to show accompaniment: con mi perro.
• You can’t drop con if you mean “with my dog.”
• You could front it for emphasis: Con mi perro camino a la siguiente estación, but neutral word order often puts the main verb phrase first.

• Camino a simply means “I walk to (the destination).”
• Camino hacia also means “I walk toward,” but feels a bit more directional or general (not necessarily reaching it).
• In most everyday contexts, camino a la estación is perfectly natural.

• Estoy caminando is the present continuous (“I am walking right now”).
• Simple present camino can mean “I walk” habitually or “I am walking” in conversational Spanish.
• Both are correct; camino is shorter and very common in spoken Spanish to describe current actions.