After playing Resident Evil 3 Remake for a while, you will find yourself playing as Carlos as he tries to make his way through the police station. There is a chest in here that you can open to get a handy upgrade in the form of more inventory space.
To find the safe, you will first need to get to the west office. Go left from where you entered the building, into a room with a lockbox you will need to open with a keycard you got from a dead police officer outside.
There is a doorway at the far end of the room that leads to a long corridor. Head down it, taking out the zombies on the way. Go into the operations room and search around it to grab whatever items you can find. Move on to the next area, and prepare to take out a lot of zombies. When they are all down, you can head into the West Office, and you will find the safe in a small room beside it.
The code for the door is Left 9, Right 15, Left 7. Opening it will get you a Hip Pouch and 2 extra inventory slots.
If you are curious about where the actual code is, you would need to make your way out of the West Office, then turn right down the corridor until you reach a staircase with a door under it. Go in there, and you will find a memo with the code on it that mentions the location of the safe, and the code to open it.