recently i start playing the game so it should my own fault
but the station do not load goods?? help
there is a attached screenshot showing the station with production

also how can you add Bus stations to a train station? like you can do with transport tycoon?.

You don't hava to connect stations by hand. If you place a station connected to a street it will show you the buildings and other stations it is connected to by a small highlighting effect.
To connect a cargo station and an industrial building you should place it as near as possible to that industry und make sure it is connected using a street(small blue pathways are shown while placing streets near stations and industries)