This page of the guide to Resident Evil 3 Remake has a walkthrough for the first visit to the Redstone Street Station. Jill arrives at the station along with Carlos where she has her first meeting with Mikhail. The station is also the first location you can explore and pick up various loot.
Go with Carlos
Start going through Redstone Street Station - there are no zombies here. Reach the metro station and watch the cut-scene from the first meeting with Mikhail.
Get Above Ground
Exit the train wagon through the side door. From now on, you can look for collectibles and loot. Pay particular attention to documents explaining how to make stronger herbs and ammunition. There are some herbs and gunpowder in the area - use them to learn about crafting. Along the way, you will also pass a locked chest (need a lockpick) and a large clock. It is related to an optional puzzle - its solution is on The puzzle with the clock in the subway - how to solve it? page.
The first typewriter and the first item chest are in the Subway Ticket Gate room. You can save without restrictions. The chest is useful for storing unnecessary items. Squeeze under the partially raised gate and leave the station (you can return to this location).