Translation:I go to the train station by bike.
For those who are confused about the particles, ni, he, made, or even still with ha and ga you should check out Tae Kim's Guide to Learning Japanese. Then go to the section for particles used with verbs for these ones (and intro to particles for ha and ga).
It explains it really well. Also the website is great in general and there is also an app of it, but that is just a bunch of chapters to look through, the website has videos. But both are extremely helpful and the kanji are all clickable to show the reading.
"To bike" is a different verb than "to go (by bike)". And we haven't learned continuous present "-ing" yet. Also as a native English speaker "to go biking" suggests to me that you're exercising or enjoying the bike ride as a hobby (like "going running") whereas "to go by bike" suggests the bike is primarily a means of getting there (like "I ran there"), so gives a different meaning!
But did you use anything else instead? In english you need a subject to do the verb of the sentence, so if you used he, she, we, it should be accepted and you should report it. But if you answered "go to the train station", that's a command and it uses a different verb tense in japanese.