“I'm driving through a rough part of town.”
You're in your car driving and talking to your friend on the telephone. She comments that she hears a siren in the background. You explain that you're driving through an area with a lot of crime.
I'm driving through a rough part of town.
When you're in an area and driving to a different place, you can say that you're "driving through" that area:
I was driving through New York on my way to Boston.
A "rough" neighborhood or a "rough part of town" is an area where there is often a lot of crime like robberies and murders:
A: He's living on the South side.
B: Really? That's a rough part of town, isn't it?
You can sometimes tell that a neighborhood is rough when there are a lot of old, worn-out buildings.
Other things that you can describe as "rough" in the same way include:
She lived a rough life.
I heard he had a rough childhood.
Thay place attracts a pretty rough crowd.