'Near' is usually a preposition : "The house is near the river" - so you need a location. 'Nearby' is an adjective, so you don't need a location : "The river is nearby" means it's near where you are now, or the place you are talking about. ('Near' can also be an adverb - 'come near' - or a verb - 'we are nearing the station' - but that's less common)

"Is there anyone who can tell me the difference" :)