"The bank is behind the train station."
Translation:A bank a pályaudvar mögött van.
hátul is an adverb ("at the back") that stands by itself, not a preposition ("behind") that comes before a noun.
It would be like saying "The bank is at the back the train station".
(It does not mean "at the back OF...".)
What's the difference between pályudvar and vonatálomás (not sure of spelling)? Do both mean "train station"?
It would be "vonatállomás" but really it is "vasútállomás". That is railway station, not train station. But both are acceptable.
A "pályaudvar" is a major station, with many tracks. Terminal stations are usually all called "pályaudvar". A "vasútállomás" can be any stop along a train line, no matter how small. Major hubs along train lines, in bigger cities, are also "pályaudvar".
Btw, major long-distance bus (coach) terminal stations are also called "(busz)pályaudvar". Even though "pálya" seems to refer to a fixed track, like a railway track. "Udvar" means yard/courtyard.
Are buildings/places usually towards the start of the sentence? "The bank the train station..."