Vision could have flown to The Station and been there much quicker than the cab allowed, but Vision didn't want to aggravate the nice government officials who met him when he arrived. The cab ride also allowed him time to connect with a few people and get his bearings. He did, after all, think he was going to be destroyed and without Wanda and the boys in his time. It was a lot to wrap his processing center around.
He let himself into the apartment that also housed Wanda and the boys. He wasn't sure Wanda would want him living with them since she had been there so long without him, but he'd worry about that later. He wanted to see her and his sons first.