It's extremely close! Maybe 200 meters.
Just type "Piazza della Stazione, Bolzano" into Googlemaps. Then click on "Directions" and type in "Via Alto Adige, Bolzano"
If you click on the Satellite view on the map, you'll see a photo that shows the train station and the trees you'll walk past on your way.
Note: the path shown is the street path for cars, but you can probably walk it more directly.
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