To mean "the place where my job is" we don't use "the."
I go to work every day at 7:30.
When you go to school to study, you go to school, not to the school.
When you go to church to worship, you go to church, not to the church.
But even if you go to your office place for something other than working, you go to "the office" not "to the work."
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