A nonprofit art space funded by the Pinnell Foundation, the Power Station is all about advancing the most ambitious ideas in contemporary art. Occupying an exposed brick-and-ductwork Power and Light building from the 1920s, artists are invited to create site-specific installations that engage the raw architecture of the setting. The centerpiece of Virginia Overton’s recent exhibit was an old Ford pickup truck parked indoors. Matias Faldbakken, an Oslo-based artist and writer, chose to strew the first floor of the building with bullet casings and cram the second with white cardboard storage boxes. Power Station shows, which bring some of the brightest stars of the international art scene to Dallas, can be challenging, but are also almost always worth the effort.