第一句是对的，应该用介词 in。

go to work, go to school 这类结构后接工作或学习的地点时，通常用介词 in 而不用 to。又如：

He goes to school in New   York. 他在纽约上学。

She was going to school in Boston. 她在波士顿上大学。

She needs to perfect her Arabic before going to work in Cairo. 她需要把阿拉伯语学好才能到开罗工作。