The different prepositions all have to do with contextually understood ideas of distance. They could all mean the same distance, but they could also be used to subtly change the meaning. "I sat by the window." - You could be 'by' or 'near' a window, but not necessarily be 'next to' the window. 'I sat beside the window.' / 'I sat next to the window.' Both suggest being very close to the window, such as on a bus or plane, and perhaps even close enough to touch it.

No they not all the same. Book a trial and I can help you become more fluent and feel like a natural.

Yes, because by, beside and next to are synonymous prepositions of place.