Yes .. By no means, you can get into the police station, you don’t go to jail in vanilla, and if you do, then the player is not shown this, so here you probably need to put mods or do something else.
I remember the only thing that there seemed to be a mission in Gta just related to the prison, I can’t help anything else, something like that.
In the game GTA SAN Anderson, getting to prison is not possible if you play the regular version. If you have the urge to experience the thrill and go to jail like this person:
And as you can see, he still ended up in prison, then you need to install an additional mod for your game, and after that you will have the opportunity to get there. You can download one of these mods, for example, here on this link... There will be a direct download link down there, install and enjoy, if you can call it that.