"Is there a police box nearby?"
It is the small police station, so-called "Koban（交番）" in Japan. There are many "Koban" in the Japanese town. Almost exists near the station. I ask police officers when I get lost. Or when my wallet or cell phone is gone. Even when I see violence, I inform policemen. When troubled, they help us.
my explanation is not enough.
When you search the image for the word "交番 (Koban)" on the Internet, I think that you see the image of "small police station".