Prepositions are hard in English. It'll take time to practice and get them right. I'll give you an example sentence for each of those words and try to explain the basic differences between them. Through means something is moving from one side of a substance, group of objects, or an opening to the other side. "He walked through the falling water." "He walked through the trees." "He walked through the door." Across means there is a barrier between two things. Like, between you and the bakery. The barrier could be the street. "The bakery is across the street." Over can mean above or moving on top of a surface. There is a balloon floating over the city." "He walked over the bridge." Throughout means a space is partially filled with something. "There were chocolate chips throughout the cake."