The question needs quite a lot of unpacking. What you're asking is basically when to use and when not to use the preposition a, which is about as complicated a subject as when to use to in English. So I'll stick to your examples and try to make contrasting examples myself.
Llama a la camarera.
This is easy: the verb llamar calls for (no pun intended) the preposition a after it, in this usage. That is, when llamar means "to call for, to ask (for somebody/something) to come", etc., the person or thing being called takes the preposition a. It also takes the preposition when the meaning is "to call (someone/something) a certain name":
Llamó a la camarera "estúpida". OR
Llamó "estúpida" a la camarera.
"He called the waitress 'stupid'."
¿Cómo llegas a la panadería?
This is actually no different from English: "How do you get to the bakery?", if you take a = "to" (which you can't always do). Llegar a (un lugar) = "To get to (a place)" or "To arrive at (a place)". The verb just works that way. Note that if the place is a feminine noun you will use a la (as in the example: a la panadería), but if it's masculine you will use al (e. g. llegar al colegio).
Yo escucho la radio.
This is a simple transitive verb. In English, "to listen" has this particular thing that it often requires the preposition "to" before its object, but that's not the case with escuchar in Spanish (as it is also not the case with most English verbs, including e. g. "hear"). Escuchar only requires an object preceded by a when the object is a person or group, but that's a general rule for verbs in Spanish (there are a ton of questions in this forum about it; I'll try and find some).
¿Dónde está la estación de metro?
Again, nothing particular about this sentence. The verb estar just doesn't take any preposition in this usage, when it means just "to be" or "to lie" or "to be located". An example that uses a would be something more like this:
¿Cómo se va de aquí a la estación de metro?
"How does one go from here to the subway station?"
But that's again dependent on the verb and the meaning (ir de X a Y = "to go from X to Y").