Look at means to direct your gaze at specific objects or persons, whereas look to means to direct your gaze at something non-specific: Look at the big grey elephant. Look up at the stars. Look at me, I'm Sandra Dee. Source: https://ell.stackexchange.com/questions/3672/what-is-the-difference-between-look-at-and-look-to

He looks at her while she is speaking. He looks to her for guidance. Your last one is incorrect.