A government office for police (警察) is a police station, because that's where they hang out, right?
This is a jukugo word, which usually means on'yomi readings from the kanji. If you know the readings of your kanji you'll know how to read this as well.
What's the use in going to the police station?
I found a wallet and brought it to the police station, then they took my fingerprints.
I wish there was always someone who could speak English in police stations in Japan.