Learn Italian: La fermata è davanti alla stazione. - The bus stop is in front of the station.

The phrase for "in front of" is davanti a. Because stazione is a feminine noun, it uses the article la. In Italian, you must combine the preposition a and the article la into one word: alla.

Does la fermata always mean "bus stop"?

La fermata literally means "the stop." It is most commonly used for a bus stop or tram stop. You could say the full phrase, la fermata dell'autobus, but Italians usually just say la fermata because it is clear from context.

Could I use di fronte alla instead of davanti alla in this sentence?

Yes! Davanti a and di fronte a both mean "in front of" or "opposite." They are usually interchangeable, so La fermata è di fronte alla stazione means exactly the same thing and is perfectly natural.

If a usually means "to" or "at", why is it used here for "of"?

Prepositions rarely translate word-for-word between English and Italian! While a often means "to" or "at" on its own, in this case it is simply the mandatory linking word that goes with davanti. It is best to memorize davanti a as a single fixed package meaning "in front of".