go out of

go 是 verb 走
out 是 adverb, 修飾 'go'. 走出
of 是 preposition. 帶出從那裡'走出'

out of a place
out of (a place)是從那地方"出來"的意思。
go out of (a place) - 從那地方"走出來"
全句 go out of the MTR station - 從那地鐵站走出來

go out of the MTR station = 從地鐵車站出去
(那就是 = 離開地鐵車站)