Through is most often used as a preposition but it can also function as an adverb and as an adjective.
As an adjective, it is used in the expressions a through train and a through ticket, meaning a train or ticket that you can use to travel all the way to your destination without changing trains or buying another ticket, and also a through road, a road that leads into and directly out of a town or city and is for the use of through traffic, traffic which is not stopping in that particular town or city but is heading for a destination beyond it. It can also be used to mean ‘having successfully passed to the next stage of an event or competition’, as in ‘Both Arsenal and Chelsea are through to the quarter-finals of the Champions League’.
Through can also mean ‘finished’ or ‘finished with’, as in ‘I only have one more letter to write. I’m nearly through’ and ‘Let me know when you’re through with the computer’. It is also possible to be through with someone, meaning that you have ended a relationship with them, as in 'She told him she was through with him, but he keeps calling her’.
As an adverb, through is used without a following noun to mean completely, as in ‘Make sure you roast the meat until it is cooked through' and ‘He got caught in a storm and was wet through’. Finally, to emphasize that someone has all the qualities of a particular person, you can use the expression through and through, as in 'That man is a criminal through and through’ and ‘He was obviously a country boy through and through'.