Collies have a reputation for being intelligent and she was a girl dog (much more sensible that the silly boys).
When I had a dog the fireworks didn't bother him, since the firework season seems to start in October it was just as well. Some animals get completely freaked out.
She wasn't on a lead, she had run off from a park. However I don't think she particularly targetted the police station, its just that the automatic door opened as she walked past it! Lovely story but did it really warrant so much air time on BBC news channel?