Out and About - Direction Words and Terms

We can't 'continue a road', although we might 'continue along it' (or up, or down it).
'Unless' would mean that if we did come to the station, we would be on the wrong road anyway and have to change onto another one. That doesn't really sound right!

'Round the corner' means that the shop is just on the far side ('beyond the corner', but you have to turn to find it).
British people sometimes say 'just round the corner' when a place is in fact a bit further away than the next street: their favourite pub, or the place where they meet their friends for worship (church / synagogue / mosque / temple etc.), which might be about a kilometre away and take ten minutes or more to reach on foot. We also say '(just) down the road' ~ as in 'We still get Christmas cards from that couple who used to live down the road' ~ even if they were not quite in the actual same street. They might have been 'down the main road', in another town or village perhaps.

It does not make much sense to walk 'across' a staircase (Answer 2), and you can't very easily go 'along' it (Answer 1) unless it is more or less flat (like the water in a canal) ... and a flat staircase wouldn't be very helpful, would it?
If the ticket-window were 'behind you' (Answer 1) it would be hard for you to see; '(straight) ahead of you' is possible (Answer 2), but 'across' made no sense.
So Answer 4 is the only one that fits sensibly in both places.

Most cities only have one Cathedral, so it would be 'the cathedral' and not just 'a cathedral'. (Some major cities have more than one, like London, Dublin and Liverpool; we don't believe any city has more than two!)
We can go 'over' or 'across' (the top of) a bridge, or 'under' it (or possibly 'underneath', particularly if we then stay there to visit a shop or something inside the archway), or maybe 'through' it. No other preposition would make good sense here.

'Beyond' = 'on the far side of'. We might say 'after' here, meaning 'after you have reached the bus stop and gone past it'.

Answer 2 is right in each case.
You can't 'turn a street' (Answer 4) in English, but you can 'turn into a street'.
If two buildings are facing each other with a road in between them, we say they are 'opposite' each other. 'Against' would suggest that there is nothing else in between them. ('He sat against the wall.') ... in which case, how could anyone squeeze in between to get there?

Answer 3 is best, because you would walk 'among the graves' but 'through the churchyard', and 'along beside' makes it clear that you would be going parallel with the canal, but without getting your feet wet by trying to walk on the water!
Answer 4 is obviously silly.
You could go 'across' the churchyard, but 'through' carries a stronger suggestion that you might find it interesting to look around you while you are there (e.g. observing the styles and ages of some of the graves: the names, dates and stories ~ as a matter of human and cultural interest ~ instead of going quickly past).

'Carry on' means 'keep going' (as in Answer 3). You may have seen mugs, posters and other souvenirs with the words 'KEEP CALM and CARRY ON' ~ a phrase from back during World War 2, when British people needed to go on with their normal lives as far as possible. even when circumstances were hard. In terms of street directions, 'carry on' means that you keep walking, unless or until you need to do anything else (such as turn into another road).
In Britain we tend to speak of 'traffic lights', or even just 'lights'; we don't usually call them 'red' or any other colour (even though they do seem to be at red, more often than not, when we come to them!).

Answer 3 is best, but 'to your left (or right)' is also possible. Things are usually 'on' one side or the other in English.

Perhaps if you are in Britain you may see one of these. There are over 100 of them around the country!