Where is mining station and how i can do mining?

Did you read the tutorial or skip over it like every other impatient newb?

After you pass "Training III" you will be at the capitol station. One of the missions you will have available at that point is called the "Basic Mining Tutorial." Select this mission, press "Route", then follow your nav route to the sector containing the mining station. As soon as you dock with the station, the mining tutorial should begin. If not, go to the Mission tab and select the Basic Mining Tutorial manually.

You can also go to your nav map and highlight different sectors when zoomed in to a particular star system. Sectors with an "S" on them contain stations. Select one of these sectors, and in the description panel you will see what kind of station it is. You can fly to any mining station to take the basic mining tutorial.