When you're talking about going to a place, you usually use the word "to":
I was on my way to work.
We're going to Dallas for Christmas.
The word "there" is different, though. You use it by itself:
I was on my way there.
We're going there for Christmas.
"Here" and "home" work the same way:
I moved here in the early '90s.
We're driving home.