To explain where something is in a city, give the names of the "cross streets":

It's on the corner of 25th Avenue and Lexington Street.

This means that the location is at the place where those two streets cross each other.

If you think that the listener knows what streets you're talking about, you can leave off the words "Street", "Avenue", "Road", etc.:

It's on the corner of Main and Duke.

You can also give directions by just saying the street names, without "on the corner of":

It's on 69th and Broadway.