People use the phrase "go through ___" to describe negative experiences. "Go through" means to experience something negative or difficult. Some examples include:

go through a divorce

go through a tough time

go through a period of weak sales

go through childbirth

There are some other totally different meanings of "go through". One is to search and examine things in a list or a collection:

We should sit down and go through the details later this week.

Another meaning of "go through" is to use a person or agency to do something for you instead of doing it directly yourself:

Are you going through a recruitment agency?

It's best to remember each of these meanings separately.