The sentence Mon pere travaille dans une ___ means "My father works in a ___." This question tests vocabulary related to workplaces.
An usine (factory) is the standard workplace associated with the verb travailler (to work) in this sentence structure. A factory is primarily and exclusively a place of work, making it the most natural completion.
While a ferme (farm) is also a valid workplace, the other options are less suited:
mosquee (mosque) is primarily a place of worship, not a workplace
gare (train station) is primarily a transport hub; while people do work there, it is not the standard association with travailler dans une
The complete sentence is: Mon pere travaille dans une usine - My father works in a factory.