What does "No, it goes to Penn Station." mean in English for Spanish?

In English for Spanish, "No, it goes to Penn Station." means:

No, va a Penn Station.

Listen to "No, it goes to Penn Station.": (If you have an HTML5 enabled browser, you can listen to the native audio below)

This is a phrase that is used in the GamesForLanguage English for Spanish Language Game in the following scenes:

• English for Spanish 3, Level 3, Scene 8