There are a lot of other prepositions, but I'd stick with those for the time being until you've got them internalized. I don't know if there is an exhaustive list of prepositions, but you can always use google. Although curiosity and initiative are great assets in learning a language, I still would stick with the core list for now.

Au isn't a preposition, it is a contraction of the preposition à + le. So you're asking what the difference between à and dans is? That's not easy to answer, actually. Most of the time à means "at/to" and dans means "in/into". But don't get too attached to those translations, because there are cases where they don't fit at all. For example in:

Je demande à Marie. -- I'm asking Marie (and not "to Marie").

But stick with the lessons and you'll get the hang of it.

D'accord, Merci!

If you really want to see some more prepositions and how they work, there is a shared notebook which should keep you occupied for a fair while.. the Kwizq search function is very useful for pulling up information like this.

https://french.kwiziq.com/my-languages/french/notebook/6345137?rts=%252Fsearch%253Fs%253Dprepositions

But I agree with Chris that you are better meeting them in small doses by following the lessons and Kwizs