Hi zubaer As I answered after your question on my blackboard, 「地下鉄の駅はどこですか？」 ちかてつのえきはどこですか？　Chikatetsu no eki wa doko desuka? If it is difficult for you to pronounce, just say 「ちかてつ？」chikatetsu? It means "subway", and people would understand you what you are looking for in Japan. I am sure, many Japanese people understand when you ask only "Subway station?" in English if you are in a major city. Have a great time in Japan!

For another short version, but slightly more complete than the very short one above, you could try 地下鉄はどこ？ (chikatetsu wa doko?)