"to" often suggests motion rather than just location. So if I am directing you on where to find something on a shelf I might say, "Higher. No, a little lower. Good, and now a few inches to the left. There you are!" "On" your left is often used just to show where something is. If I'm on a tourist bus, the announcer might say, "on your right, is the Eiffel tower. On your left, the house where Napoleon lived." They can be used interchangeably, but there's exceptions as well. "The window is to the left of Helen." The window is on the left of Helen." But we would say "Turn to the left" rather than "Turn on the left" I hope that explains it. ^^