Through - to complete something, to move from the beginning to the end or from one side to the opposite side
Throughout - in all parts, all over
All Through - completely finished, completely looked for or searched. This one can have different meanings depending on the context.
The easiest distinction to make is that of the three terms, throughout is the one that is most different from the other two. "I am through with the book." "I am all through" with the book. These mean the same thing, but the second one is a stronger statement, meaning the person probably never wants to use the book again. "I went through the tunnel." "I went all through the tunnel." The first sentence means you went from one end of the tunnel to the other. The second sentence means you went from one end to the other, but you also "touched" every part of the tunnel, taking all side passages so that you saw the entirety of the tunnel.
Throughout the book - In every part of the book. Throughout time - in all parts of time . Throughout my life - during all the days, months and years of your life. It does not have to literally mean each and every part, it can mean that it happenned repeatedly but not constantly.
Hope that helps.