"저는 그쪽으로 갑니다."
Translation:I go that way.
으로 does mean towards but you have the sentence wrong. The sentence was 저는 그쪽 갑니다. The word you were thinking of when you put direction was 편. So the answer you put didnt really have anything to do with you being wrong. Just remember that 편 is direction and 쪽 is way. So the answer that would be accepted is "I go that way" Hope this helped ❤