"To the" indicates direction of movement. While "at the " indicates a location. Ex: I need you to go "to the " house. I'll meet you "at the " front door.

That should be 'What's the difference'. 'to the' means that there is movement towards something. 'Let's go to the movies': The movie theatre is somewhere else, and we are discussing going there. 'at the' means that something is located there. 'My car is at the zoo': My car is currently located at the zoo'. Let's go to the park!/Good idea/What about Jui?/She is already at the park. Let's meet her there/