"We eat candies at the zoo."
Translation:Noi mangiamo caramelle allo zoo.
Languages can't be mapped one word to another. This especially applies to prepositions which can mean different things in different contexts, to us anyway. http://italian.about.com/library/fare/blfare114a.htm
in which combines with the 'the' words to make nel, nella, nello etc. definitely means in.
'a' can mean 'at', 'to' or 'in' depending on context. Or rather they use it where we would use those words in English. After all, if you talk at the boy, you are sort of talking to them, it just has a different nuance in English so we use 'to' to translate 'a' there.