But here is an important point from the designer:
Yes, you can move 0 steps. I've got the 'old' rules. Has this been edited in yet?
And therefore yes, if you stop your movement in a station, you may build it.
Edit: Just spoke to the editor Viktor, who did a whole bunch of testing. He prefers that "stop movement" implies moving at least 1 space. So in the next print run we will clarify the rules in this respect. Please play it this way, that you have to move at least 1 space to build a station.