"We are going to the car."
Translation:Wir gehen zum Auto.
They don't really have much in common.
"zu" = to (we go to the car), closed (the shop/window is closed), too (it's too cold)
"aus" = out of (I take it out of the fridge), from (I am from Germany), [turned] off (the radio is off), over (the show is over)
"Wir gehen zum Haus" = "We go to the house"
"Wir gehen aus dem Haus" = "We go out of the house"
We don't say "wir gehen nach ..." when you're talking about a specific place, we always say "wir gehen zu ...". If the place you're going to is a name, it's without the article:
Wir gehen zum Supermarkt
Wir gehen zu Susanne
Wir gehen zur Post
Having said that, some people do use "nach" when they should use "zu". Bad German though.