You are correct. "In front of" and "across the street from" are not the same.
In your scene, most likely the city hall is across from or across the street from the station. This means there is a street that one has to cross to get from one building to the other.
"In front of" would describe something in front of the city hall, but NOT across a street. For example, you would say:
There are two beautiful old oak trees in front of City Hall.
There's a statue of a soldier on the lawn in front of City Hall.
The mayor is getting out of his car now in front of City Hall; he's just stepping onto the sidewalk and is a few steps away from the front stairs.
You would say across (the street) from in situations like these:
We live just across the street from a lovely park. But our children can't go there by themselves because they're too young to cross the street alone.
Our side of the street is Springfield. The dividing line between Springfield and West Springfield comes right down the middle of the street. So our neighbors across the street live in West Springfield, while we – and our next-door neighbors – live in Springfield.
The new office building occupies an entire square block. It is right across from the mall. Sometimes my coworkers and I go to the mall on our lunch hour, but it often takes a long time to get across the street because there's so much traffic.