The correct option is C the bus station is
It is necessary for the second part of the sentence to follow the correct syntax and be compatible with the main verb of the first part of the sentence. Option C comprises of the present tense in the correct order, the interrogative word followed by the noun succeeded the verb. Option A is incorrect because the tense is in the past tense. Options C and D follow the incorrect form of syntax. Hence, option C is the most appropriate answer.