Please is a word you add to a request to make it nicer and more polite. You are more likely to get what you want if you say please.
Used as a verb, please means to make someone feel good or happy, for example "I did it just to please you".
You go through something when you go in one side and out the other.
The little girl in the picture is going through a hole in a playground.
You use the word to when you are talking about going toward something, for example "I am going to the shops", "apply paint to the wall" or "the time is ten to six".
