In a power station electrical energy is produced using a fuel like coal or oil.
The fuel is burnt and heat energy is released. The heat energy is used to make water boil and turn into steam. The energy in moving steam is then used to turn blades fastened to the shaft of a generator. These blades are similar to the sails on a windmill and spin round in the blast of steam. The spinning blades turn a magnet connected to the shaft of the generator. As the magnet turns it spins past coils of wires and makes electricity in the wires.
Some power stations use steam from the ground, falling water, the heat from sunshine and wind. A few even burn rubbish to generate electricity. See the topic 'power, renewable' for more on this.