Learn Spanish (Latin America): La farmacia no está lejos.

We use está because we are talking about the location of a specific thing: la farmacia (the pharmacy). You use hay (there is / there are) for unspecific things, like if you were asking ¿Hay una farmacia por aquí? (Is there a pharmacy around here?).

Why use está instead of es if they both mean "is"?

We use the verb estar (here, está) to talk about locations. For telling where something is located, you always use estar, even if a building's location is permanent! You would use ser (like es) to describe what the pharmacy is like, such as La farmacia es grande (The pharmacy is big).

Since farmacia is feminine, shouldn't lejos be feminine too?

No, because lejos (far) is an adverb, not an adjective. Adjectives describe nouns and change to match them. Adverbs give information about the verb (describing where it is) and they never change their form. It will always be lejos no matter what you are talking about.

Does the word no always go before the verb?