Don't get confused between when to use by and through.

By - close or near

    The girls walk by the park.
    The teacher lives by the school.
    The bus stops by my house.
    I am going to go by the store.

Through -  going in one side & coming out the other side, such as a tunnel.

    We are passing through the town.
    The girls are walking through the park.
    There is a bus that comes through my street.
    We like to walk through the mall.

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