This the is Pelham Parkway station on the 5 line. The 5 line is a long train ride from Dyre Avenue which goes through Manhattan and into Brooklyn.
Actually, a part of Pelham Bay Park, in the Bronx. There's a roundabout you need to circle to get off Pelham Parkway and start to enter the beach grounds. This sign will be there to greet you.
Another part of Pelham Bay Park, the golf course is regarded as one of the nicest public courses in NYC. This is the entrance to the clubhouse.