If so how the heck would you dock with it?  Even if it was a station that "harpoons" a ship with a cable and reels it into the dock that would be challenging/dangerous.

Are there stations that do not require gravity? Interesting idea.

Stations in a setting with no artificial gravity generators, like star frontiers, would have a few different classifications : 

Small-medium workshacks/factories/military installations (in free-fall or microgravity like our little ISS).  Maybe these are even medical facilities used to create super soldiers in zero-g operating rooms (tricky surgery weaving super conducting carbon thread through someones skin to disapate energy weapons).

Medium stations used for refining/manufacturing/transfer/resorts.  Probably always built as a torus that spins for gravity, but somewhat less than 1g.

Large stations used for any purpose.  Shaped as cylinders, torus, etc.

Problem with space stations, if you haven't invented artificial gravity generators, is that you want to spin to create gravity for the residents AND you want ships to be able to dock. Larger stations, less of a problem due to mass (thinking Babylon 5), if it's a cylinder pull the docking inside, put an entrance just like in B5 right on the axis of rotation, piloting becomes easy...line up the axis, add the right spin, slow forward momentum, and slide right in.  Large torus shaped stations or cones (starship troopers, star trek TOS) are a little trickier to dock with but the station <> ship mass is usually wide and the rotation is slow so you just need better pilots.

Small/medium stations that spin fast to produce gravity are the biggest problem to dock with.  There could be a stationary core, but this would create complex moving parts that will fail (eventually).  The mass is lower too on the station, so a torus for example, would need a series of fluid tanks and high speed pumps to counter the mass of the docked ship.  Docking, well zipping right in would create all sorts of potential for disaster, one way that would reduce risk is for the station to "harpoon" the ship, shooting out a cable when it was approaching on the right vector and reel it in fast once the ship "catches" it.

Barring docking with the fast rotating smaller stations ships could dock with a zero-g transfer station and move cargo/crew/passengers to the station through shuttles that may be more maneuverable and certainly lower mass, thus safer to perform complex docking with.