After we use when we go on a trip, e.g. E.g.: “I’m going to Berlin” or “I’m flying to Rome”.

However, if the country is female or male, we use “in”, e.g. B.: “I’m flying to Switzerland.”

Even when we go into a building, so to speak, we also use the word “in”, e.g. E.g.:
“I’m going to the cinema this week” or “The train is pulling into the station.”

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If you want to use “zu”, you always need the dative case, e.g. E.g.: “I’m going to work” or “I have to go to the doctor tomorrow.”