If you aren't quite sure what the difference is between the shock fill tool and the fill station or why you need them both, no worries, I'll cover this now before we get into the details of each. There are a couple main advantages of using a shock fill tool in conjunction with the fill station. First, the pressure gauge on the fill tool has finer graduations than the gauge on the pressure regulator on the nitrogen tank. This allows finer adjustment of shock pressures. Second, the fill tool is easily maneuverable and much less cumbersome to hook up to the shock than the fill station. This is especially true when the nitrogen pressure is being fine tuned while the shock is on the bike. For these reasons I personally like to use a fill tool as it allows more accurate filling and more versatility. Now there are certainly other ways one could go about designing a pressurization system so that the fill tool is not needed but I don't plan on getting into those methods.
The primary job of the fill station is to deliver nitrogen to the fill tool at a slightly higher pressure than the specified pressure. This way the fill tool can be used to bleed pressure down to the correct value. Let's take a look at what parts comprise each tool.