The Weather Station is where people control the city's weather.
In order to return the Demon Bull King to his former glory, Red Son and the Bull Clones took over the Weather Station to control the city's weather. When MK and his team attempt to stop him, they ended up being captured, as MK couldn't control his powers and accidentally injured Mei and Sandy.
However, after the Monkey King limited MK's powers, the latter was able to defeat Red Son and the Bull Clones. After defeating Red Son, MK restored the weather back to the way it was and tells the others that he'll practice more until he gets better control of his powers.