English doesn't really have an analogue for Japanese particles.
As far as I
know, no Western languages does.
They're just a Japanese grammar thing you have to learn. Particles
are like "markers" that help you to distinguish where one
word/phrase of the sentence ends and the next begins and also help
to clarify what purpose in the sentence each word/phrase is serving.
There are a lot of different particles in Japanese (64 according to
Wikipedia).
For example, the は in "わたしは..." that you might have seen earlier in
this course is a particle. は is the the "topic marker" particle. If you
explicitly mention the topic in your sentence, you place a は after it
so people know that's the topic. Whenever you see は being used as a
particle like this, you can read the sentence as, "As for , ..." if that
helps. For example, わたしは... = "As for me..."; ねこは... = "As for the
cat..."; etc.
Another particle is が in sentences like パンが好きです (I like bread). This one
is the identifier particle in this context. It functions similarly to は
and many people get the two confused. One of the main distinctions
is that は emphasizes what comes after it, while が emphasizes what
comes before it. You can think of が as if it were were marking the
answer to a question and you were emphasizing the answer.
For example, consider the sentences たなかはせんせいです and たなかがせんせいです.
They both say "Tanaka is a teacher" and are grammatically correct
sentences, but you'd use them in different contexts. If someone
asked "What's Tanaka's job?", you'd use the sentence with は in it,
because you want to emphasize the latter part of the sentence -
"Tanaka is a teacher." But if you were in a room of people and
someone asked, "Who is a teacher here?", you'd use the sentence
with が, because you want to emphasize the first part of the sentence
- "Tanaka is a teacher."
Anyway, back to the original sentence: に in this context is a particle
being used to mark the time that something is happening. The
closest English translation would be "at." 九時ごろに = "At around 9:00.."
Later in the sentence, へ is also a particle. It's used to mark the
direction the person is going. The closest English translation would
be "to" or "towards." (The closer translation is "towards," but it's
also used as "to" often, for reasons I'll explain below.) かいしゃへ行きます =
"Going to/towards the office."
To confuse you a bit more, に can also be used as a particle to
indicate direction and translated as "to." に and へ are largely
interchangeable when deciding which direction particle to use, with
the subtle difference being that に is closer to a literal "to" and へ is
more of "towards" (aka "in the direction of"). However, they
are not interchangeable to mark the time something happens - you
can only use に for that. That's why へ is often used in the sentences
in these lessons to mean "to" even though the more accurate
translation is "towards" - because に is already being used earlier in
the sentence as the particle to mark the time. Technically, you can
use the same particle multiple times and it wouldn't be incorrect,
but Duo just likes to use different particles to keep it cleaner.