"Near to" is not standard English. It is likely a combination of "near" and "close to", which essentially mean the same thing. Using your example: "I live near the cinema." "I live close to the cinema." Both have the same meaning. Informally, you may hear people say "near to," but it would not be used in any formal situation. If you are trying to learn standard English, I would not use "near to."

That's an interesting question. Helen, one of our regular questioners from China, asked this very same thing yesterday, and received two different answers - one saying that you definitely couldn't say 'I live near to the school' and one, from myself, saying that you could, but it was less usual than saying 'I live near school'. So the actual answer to your question is 'No, you don't HAVE to use to with 'near'. It is both correct and usual to say 'I live near the cinema'. But you can use 'to' if you wish to. It is interesting that your two replies which gave you a definite 'No' are both speakers of US English, so this could be regional difference. In British English you can say 'near to', although it is less common. My advice would be to use 'near' without 'to', but not be too surprised if you encounter the examples of sentences with 'to'. After all, there's no point adding unnecessary words if you don't have to, is there?

Short answer is no. I don't believe you use "to" with near in this instance. At least I've never heard of it before. I believe you would use "near to" in a situation without a physical closeness even at that you could could probably not use "near to," in the majority of situations. At least American English you wouldn't use "near to" that often perhaps in British English you would. Sometimes it adds a bit of clarity/emphasis otherwise I use in a very limited manner.