"When the train gets to Union Station," Lucy gets off, or exits - leaves "the train, goes up the stairs" - walks up the stairs - and goes out "the front exit to the bus stop."
The front exit, "exit," as a noun, means the door where you leave.
You can also use exit as a verb to mean to leave.
Lucy walks out "the front exit to the bus stop."
The bus stop is the place where, you can guess, the bus stops to pick up people and to drop them off, or to leave them.
The bus stop is like the subway station, but we don't call it the bus station; we call it the bus stop.
There is actually an expression, the bus station, but that's a place where you take a bus to another city; that would be a bus station.
Usually there's only one or two of those.
A bus stop is anywhere or anyplace where the bus stops to let people on the bus and let people off the bus.