"London Victoria station, generally known as Victoria, is a central London railway terminus and London Underground complex named after nearby Victoria Street. ... There are effectively four railway stations on the site: on National Rail, two serving main-line routes in south eastern England, to Brighton, Hove, Worthing, Eastbourne, Canterbury and Dover; and on the London Underground, an underground station built by the cut-and-cover method serving the District and Circle Lines and the deep-level Victoria line tube line station."
But, in fact, as I soon discovered, there are other stations nearby also called Victoria: the Victoria Bus Station (for London Buses) and the Victoria Coach Station (long-distance coach services). It seems quite confusing but once you understand the whereabouts of the place, things get easier.