Thru and through are different spellings of the same word, although through is widely accepted as the more "normal" spelling:
The following NGram from the American English corpus, shows that even in US English, through has always been vastly more popular than thru.

Note that in British English, thru is widely considered incorrect, although it is a common shorthand for through in text messaging and instant messaging.
So in summary, when you see thru written, read it as through, but you should try to avoid using thru yourself except in very informal messaging with friends, as it is less popular, less formal and less widely accepted than through and you can always replace thru with through without loss of meaning.
throughin that context. In formal contexts,thrushould be reserved for where space is at a premium, like on a street sign, or perhaps in a newspaper headline. More good reading on this subject can be found on ELU. – J.R. Jul 23 '13 at 23:38