There is 2, maybe 3 ways how to do it, I can confirm two of the, third I don't think I tried yet.
1. The ship where the vehicle is docked, like YT-1300 for example, you can dock inside the station. Then go into the vehicle that is inside that YT and hit Undock, it will put it inside the station. You can probably do it by just hitting Unload inside the YT's cockpit once its docked.
2. When the ship the vehicle is docked in is on the same location as the station but not docked inside of it, like BFF-1 since they are rather big to dock, you can go into the vehicle inside the BFF and then lick Dock, it will show you the station as location you can dock in.
3. This is theory, but sounds like its what Melp did. When you are on the same location as the station you should be able to see in the ships cockpit option to Load all the vehicles into the station, it would be in the list of Vehicles inside a cockpit.
Of course you need to be able to board the station for any option to work =P