This station is situated in the middle of the city. So, most of the sites are easily accessible from here. You can start with the nearest place which is rather a rarely visited place. This is a church near Sealdah Main.
Around Dharmatlalla, there many places to visit. You can take a glimpse at the Shaheed Minar and at the Mecca of Cricket Eden Gardens. Besides, visit St. Paul's Cathedral and the famous National Museum and Victoria Memorial (don't return from its front garden; visit the inside too).
Take a stroll along Red...
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Road and Strand Road which is between Ganga and Fort William (eastern HQ of army, not a fort these days and unaccessible for civilians). Walk up to Princep Ghat. Take a boat ride. At the opposite side of the river, in Howrah, Belur Moth is quite a place to visit.
Near Belgachhia, the sparkling Jain temple of Parshanath (locally known as Pareshnath) should be visited. Visit Science City at Saltlake. Visit Botanical garden (biggest of its kind) at Shibpur (Howrah), Birla Temple and Kalighat Temple in south Kolkata, Dakshineshwar Temple at north of Kolkata etc.
There are more places in Kolkata which lesser known like Horticulture garden, Marble Palace on Muktarambabu Street, Zoo at Alipore (not so good in present time, though not the worst), Nikko Park (joy ride) in Salt Lake etc.
And for the RFs, must visit the railway museum beside the HWH station.