If you mean the one in Goldenrod city, its use is revealed after you defeat the Elite Four.
Once you arrive in Kanto (the setting for the first generation game) you have to visit the, now functional, Power plant. Inside, you find that it's not functioning properly because a Rocket Grunt stole the Machine part. Go to Celadon Gym and you find it in the water. Take it back to the Power plant and you obtain TM07 (Zap Cannon). Then, visit the Copycat girl in Saffron city and retrieve her Clefairy Doll from the fat bloke in the Pokémon fan club in Vermillion City. Take it back to her, you now have a Magnet train pass.
In short, the station is for conveniant use between Kanto and Johto.
Go in the Pokemon radio station and talk to any
the power plant
Goldenrod City
The station is located near the top of the Radio Tuner.
Your radio has a station that acts as a pokeflute when you enter kanto
to use the flute in heart gold you must have a radio go near a snorelax and use the styalus to find the station that the poke flute is on you can not use it in jahoto though but in kanto you can.
in the undergroud tunnel
all of them
radio station is in goldrod city the call i think u get in the begining
you have to do just nothing at all
The train station is in Saffron City. Near the top right of the city you will see a big building and that is where it is.
fire red cheats do not work on Pokemon shiny gold