The adverbial case particle '-(으)로' is usually used to show a certain direction of way, "to/into", such as the direction of a state, a change, or a movement.
숲 속에 접어들다/들어가다.
(숲 언저리-에서) 숲 속-으로 접어들다/들어가다.
to go/move somwehere
어디-에 가다
어디-로 가다
Well, then, what about this?
어디-를 가다
Sometimes, the objective/accusative case particle "-(으)ㄹ/-를" may be used to show some particular meaning or to take a focus on the place noun, in the place that the adverbial case particles "-에/-에서".
For examples,
학교-를 가다, to attend school or to enter/join school
학교-에/-로 가다, to go/move to a school
산-을 오르다, to go for climbing mountain
산-에 오르다, to go/move up to a mountain
산-을 가다, to enter mountain or to go for climbimg mountain
산-에 가다, go/move to aountain
강-을 헤엄치다, to cross river
강-에서 헤엄치다, to swim in a river.
시장-을 오고 가는 사람들, people who come and go market (with a certain purpose)
시장-에 오고 가는 사람들, people who come and go to market (for a destination)
시장-에서 오고 가는 사람들, people who come and go in the market (passing by)
택시-를 타다, to move by taxi
택시-에 타다, to get in a taxi