The noun 警察局 (jǐngchájú) means "police station" and refers to the local office where police officers are based and carry out their duties. It combines 警察 (police) and 局 (bureau/office). The shortened form 警局 is also commonly used.
他去警察局报案说手机被偷了。
tā qù jǐngchájú bào'àn shuō shǒujī bèi tōu le.
He went to the police station to report that his phone had been stolen.
警察局就在前面那个路口的左边。
jǐngchájú jiù zài qiánmiàn nàge lùkǒu de zuǒbiān.
The police station is on the left side of the intersection up ahead.
她在警察局工作了将近二十年。
tā zài jǐngchájú gōngzuò le jiāngjìn èrshí nián.
She worked at the police station for nearly twenty years.