The Pump Station is a location in Everlock.
Episode 4 - The Man with No Name
The Pump Station was where the first challenge to find a Lazarus Coin was held. However, due to the Man with No Name searching for them, the guests did not have the time to solve the riddle and get the coin.
Episode 8 - Wicked Witches
It is one of three places revealed on the map of Everlock and is controlled by the Witches. Here, they must free a man about to be burned alive. However, Manny gets cursed after opening the safe with the Wickerman Doll in it.