in this way：用这种方法,这样
如：We can do well in English in this way.

in a way：在某种程度上;不完全地;
In a way, he was right.从某种意义上来说，他是正确的。

in the way：挡路、妨碍
Her social life got in the way of her studies. 她的社交妨碍了她的学习。
If there is a stone in the way， you have to take it away.如果前方有一块石头挡道，你要把它搬走。

on one’s way to … 在某人去 的路上(当后面出现home, here , there这几个词时 to 省略)

by the way：顺便问一下，顺便说一下
By the way, I found that book you were looking for.
顺便提一下，我找到了你在寻找的那本书。