There could be many versions of the wan chai police station ghost story. It might be that late at night, officers on duty hear strange noises like footsteps or whispers when no one else is supposed to be there. Some might say they've seen shadowy figures moving in the corridors that disappear when they look closer. However, these could also be just the result of overactive imaginations or the spooky atmosphere of an old police station at night.
I think it's worth watching. The voice acting and the way the story is presented in the dub make it an interesting watch. However, it's not a perfect adaptation and has its flaws.