駅までの一番近い道を教えていただけますか？

Pronunciation: Eki made no ichiban chikai michi wo oshiete itadakemasu ka?

Meaning: Could you please tell me the closest route to the station?

This polite question using いただけますか makes it appropriate for asking directions from locals or service staff; adding 一番近い (ichiban chikai - closest/shortest) shows you're looking for efficiency in navigation.