In some situations they can be used interchangeably, but in general, look over has the nuance of reviewing something less thoroughly than going through something. It is more common to use look over for a single paper or document, and "go through something" with larger amounts of documents or books or cabinets of files.

You are looking at something in far more detail when you 'go through something'. Example: When I look over my homework, I'm not looking at it in great detail. I'm taking more an overview of it or a quick look at it. But if I go though my homework, I'm spending more time on it and looking at it in greater detail.

"go through" doesn't have to be long. I'm having trouble understanding how to calculate the center of gravity in the general case. Let's go through the example and see if you can figure out how it works.