The test question and answer does not seem to make sense for this lesson about the al contraction. The question was: Tenemos que ir ________ estación de Atocha en Madrid. We need to go to Atocha station in Madrid.
First, "We need" is necisitamos. Tenemos que is "We have to"
Second, this is a question about the al and del contractions, but the answer to this question is "a la" so I do not understand the test question.