You can interpret each of the prepositions literally. Learn what each of the prepositions mean and most of the time you'll be able to figure out when to use them.
'For' is used when someone benefits from an action ex. I did it for you.
So "She works for a bank" means that the bank is here employer. It doesn't necessarily mean that the works AT the bank, just that she works for them.
'At' is a general word to describe location.
So "she works at a bank" means she works at the location of the bank. It doesn't necessarily mean she works for the bank. She could work at a hot dog stand just outside the bank for example.
'In(side)' is used to describe when something is located within an enclosed area or space. This is more specific than 'at'.
So "she works in a bank" means that when she's working she's surrounded by the four walls of the bank.
'On' is used to describe when something is on the outside surface of something.
So "she works on a bank" would mean that she works while sitting on the roof of the bank, which is obviously very unlikely (or even more unlikely, it could mean that she works while attached to the outside wall of the bank, like Spiderman). This one is very bizarre.
While there are subtle differences between "for", "at" and "in" here, most of the time all three would apply and they would be used interchangeably. If I heard someone say "She works at a bank" I would usually assume that she also works for the bank and in it, even though that wasn't actually said.