If you were to say "I am going to Paris" that would be expressed with the preposition à : Je vais à Paris.

However, there are instances when pour is used, such as indicating travel direction.

Examples:

Il est parti pour Ottawa.
He left for Ottawa.

Voici le train pour Rouen.
Here's the train to Rouen.

and, of course:

Où est le train pour pour Londres ?
Where is the train to London?

Also, Il a acheté un billet à Paris means "He bought a ticket in Paris". In this sentence, à has the function of indicating your current location, like in Je suis à la maison. For this reason, you use pour to indicate travel direction.