Have you been watching Youtube clips of American 1st amendment auditors?
In answer to your question - in NSW - Maybe. Other States have more relaxed laws.
If the police consent, no issues, though you can't record (sound) of other people conducting their business. If police do not consent then you have to have some reasonable justification for doing so, I can't comment on whether your individual circumstances are reasonable for you to record. Just wandering in to a police station purely to record is not a reasonable reason.