Like Elizabeth-san said, there are many possible ways to say what you want, with slightly different meanings and emphasis. When you say "I have to be at the station," you're thinking in English, and a direct translation may not necessarily be a very natural way to say it in Japanese. To "be" somewhere in Japanese doesn't have the same connotation of going somewhere.
Do you mean
must go (行く) to the train station at (に) / by (まで) 10?
must arrive (着く) at the station
must be waiting (待っている) at the station
must meet (会う/待ち合わせる) at the station
The "must/have to" construct is not a single conjugation of a verb or a set word, it's a conditional statement and a consequence.
The conditional can take many forms, like those discussed in this thread.
The consequence can be general or specific. The basic forms for "must/have to" are just like saying "If condition isn't met / なくては / なければ, it's no good / いけない / ならない / だめだ" You can get more specific (using a different consequence), or even use this basic construct for other structures, like "must not," or "shouldn't have."