“Can we stop by an ATM on the way there?”

You're riding in your friend's car on the way to a restaurant where you're meeting a few other people. You don't have any cash, so you want to go to an ATM. You ask your friend who's driving:

Can we stop by an ATM on the way there?

stop by (somewhere) on the way (to somewhere)

This means to quickly go to a place before continuing to your final destination.

You usually indicate the destination with "to":

on the way to the airport

But "there" and "here" are exceptions to the rule. They don't use "to":

Was there any traffic on the way here?