”となりの駅” means "a next station".
I sometime use this phrase, but I think it might be a strange phrase.
Here, there are three stations A, B and C.(A⇔B⇔C)
If I was at/in/around the A station, となりの駅 means B station.
I sometimes use the phrase in spite of I'm not at/in/around the station like in the company.
昨日、スーパーに行ったけど、欲しい物が売り切れていたので
となりの駅の近くにあるスーパーに行った。
This sentence means I went to a station next to "the nearest station".
(I'm sorry I left out some words when I translated.)
When I use this phrase in Japanese, I often I don't say "the nearest station".
I don't know it everyone can understand it exactly or not.
How about in English?
When I tell you like this, does it make sense exactly?