In his recollection of the incident, why did winston go to a tube station with his family

In 1984, Winston has several memories of his childhood. Winston remembers his mother and little sister. In this way, Orwell tells the reader about life in Oceania years before. Winston's memories are important backstory to Oceania.

Winston has several memories in the morning as he is doing his morning exercises. (These exercises are known as the "Physical J e r k s.")  

While he is exercising, Winston tries to think of a time when Oceania was at peace. He cannot remember any such time, however. Instead, he remembers being in a Tube station. With him are his parents and his little sister. They traveled to the Tube station not to take the Tube on a journey, but rather to take shelter. The source of the attack is not made clear to the reader, as Winston's memory is foggy. Because the station was underground, it would have provided viable shelter from fighting or bombing above ground. 

Although the specifics of the attack is not made clear to the reader, we are told that this era was a time of violence and upheaval. Winston cannot remember a time when Oceania was not involved in some sort of conflict.