We use at for places, we can also use in, if it's a place you can go inside, like a building, usually.
They are at the train station. (At the place, could be outside or inside)
They are in the train station. (Inside the building)
We also use at when we sit in front of a table or desk. However, if you say on the desk /table, you are saying something is above it on its surface.
She sits at her desk watching videos.
She sat on the table, her mother told her to come down because it's rude.
We use in for certain places in nature, including mountains, however, if it is singular it's on the mountain.
He's hiking in the mountains.
They are camping on the mountain.
In the desert there are snakes.
In the woods there are bears.
In the ocean are the fish.