If an incident happened inside a subway train, subway station, mezzanine area, etc., find out the station name (like: 33rd St – 4, 5, 6 line). Look here to find out which NYPD Transit District (TD) covers it. Once you find out, go to that Transit District to make the report.
Steps you may follow like here. Doing so will save your time and make the investigation efficient. Again, this only recommended for past incidents. For any in progress, active, or emergency, call 911.
Now, if the incident happened while the train is moving, find out the name of the next station where it stops. Then, follow the above steps to file a police report. If incident happens when the train is stationary at a station, then find out that station name and follow the above steps.