heibio'r neuadd is perfectly acceptable, as is heibio i'r neuadd - there is no suggestion of 'into' with heibio i. However, as this sentence is a zombie I cannot check to see if the version without i was ever included as an option.
If you need to use a pronoun with heibio, as in 'I walked past him', then the appropriate form of i should be used:
- Cerddais i heibio iddo fe heb ei adnabod - I walked past him without recognising him
- Es i heibio iddyn nhw ar fy ffordd adre - I went past them on my way home
For beginners, it is easier just to learn heibio i to keep things simple - it can be used both with and without a following pronoun.