Consider the following sentence:
(1) He is at the station.
We could ask
(2) Where is he?
and we may also ask:
(3) He is at what?
or
(4) What is he at?
However (3) and (4) are marked in the linguistic sense. (2) seems the more natural question form. Consider (5):
(5) He is there.
We are no longer able to ask (3) or (4). This shows that at the station in (1) is equivalent to there in (5). It is a constituent, an adverbial to be exact, and in (1) a prepositional phrase more precisely.
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