My family and I are facing a police case. We’re three people named in the FIR. If I want to apply for anticipatory bail, do all of us need to go to the police station first? And do I have to be physically present in court when I apply for bail?

No, you do not need to go to the police station before applying for anticipatory bail. You can apply directly to the court. Similarly, you are not required to be physically present in court when applying for anticipatory bail. Your lawyer can represent you.