“We should sit down and go through the details later this week.”
You are working on a project at work. You've spoken with your co-workers briefly about your plans, but you haven't discussed the details yet. You say this to suggest that you discuss the details later.
We should sit down and go through the details later this week.
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This means to focus on something that takes careful thought, and do it slowly and seriously. You can use this expression to talk about work:
I need to sit down and go through all my emails.
It can also be used for important conversations with people:
I want to sit down and talk with you this afternoon.
To "go through" things means to search through them and examine them, one by one. This can be used for physical objects:
I went through my closet and my drawers but I couldn't find my red sweater anywhere.
It can also be used for thoughts, items on a list, or steps in a process:
Our team went through each of the possible choices, and we finally decided on this one