Through is when you go straight through somewhere to get to somewhere else, eg. 'I walked through the garden to get to my house'
But via is more like when you go somewhere whilst you're on the way to somewhere else, eg. ' I went home via the post office' would mean that you went to the post office and then went home , and ' I flew from London to Australia via Thailand' would mean that you flew from London to Australia, but the plane stopped off in Thailand along the way.
Hope that clears it up for you :)