Translation:Please wait for me at the train station.
'Please wait for me at the station' should be an acceptable answer. In (British) English one might naturally use that sentence and wouldn't necessarily include the word 'railway' or 'train' even though that might be the literal translation of Bahnhof. It's taken for granted that one means 'railway station'. If one meant another kind of station – like police station or bus station – one would specify that; 'railway' is the default station, unless maybe among policemen or something.
Saying "wait me" is not correct English. It should always be "wait for me"