A preposition is a word that shows relationship to another object.  For example:

"I went to the store"   

"To" is the preposition and it shows the relationship to the "store". The object of the preposition is a noun or pronoun. Another example would be:

"I came from the store"

"From" is the preposition showing the relationship and "store" is the object.  There is a great difference in the relationship to the store using the "to" or the "from".  It has a different meaning.

A prepositional phrase includes the preposition, its object, and all the modifiers of the object.  For example.

"I went to the new large grocery store."

The prepositional phrase starts with the preposition - "to" and ends with the object "store"  It includes all the words between "to" and "store"

The words "the new large grocery" all define store, so they are its modifiers. They are the adjectives that describe store.  The whole group of words is called the prepositional phrase. Let's look at another example:

"Everyone in my large extended family can yodel"

If we start with the preposition "in" and end with the object "family, then the prepositional phrase would be "in my large extended family".  The words "my large extended" are the modifiers of "family". 

It helps if you memorize the prepositions.  The key to this is knowing how to identify them.  You can probably find a list on the internet or go to a good grammar book.  You might want to try the link below to practice.  Good luck.