The city must not be already a station for another player.
Build a station has cost : 1st, 1 train card; 2nd, 2 of the same color ; 3rd 3 train cards.
You have to click on the color for the cards to use and then on the city to build the station.
It is better to zoom to be sure to not build a route that is near the city.
The best, is to use the option "confirmation for building route" to be sure of what you want to build, with what cards.