"De auto gaat onder de straat door."
Translation:The car goes underneath the street.
with an underpass, as opposed to an overpass (we have them in the states)
Prepositions combined with words as door and heen indicate a finite action rather than an ongoing event. An underpass where one street crosses another maybe? With a similar sentence someone suggested using the verb to pass in English which seems to make more sense but Duolingo might prefer as much of a word for word translation as possible and that way you learn the Dutch more easily.
If you said, "The car goes below the street," people probably would understand what you mean. But "below" is not typically used for movement. I might park a car below the street, but I'm going to drive under or underneath it.
In my part of the English-speaking world (southeastern US), "below" is, generally, used much less frequently than "under" for all applications, in fact. But when we do use it, it's more likely for a fixed relationship and not movement: That information is discussed in a section below this one; I live in the apartment below hers; From that spot, you get a good view of the valley below; It is ten degrees below zero.