You can't. WU favorites is only for cities. Besides messing with WU favorites is a nightmare. You end up with extra duplicate favorites and you can't get rid of them all. I just ignore the favorites. I wished that WU would just disable the favorites until they fix the darn thing.
Best solution I can offer is to make a browser bookmark or shortcut icon on desktop to your station and to your friends. This also works well on mobile when using the browser (not the WU app). I create browser shortcut icons on my home screen (Android).