Words like down, in are not always prepositions. Compare:
I ran down the road. He's in his office.
Please sit down You can go in
In the expressions down the road and in his office, down and in are prepositions: they have objects (the road, his office).
In Please sit down and You can go in, down and in have no objects. They are not prepositions, but adverbs of place, which modify the verbs sit and go.
Small adverbs like this are usually called 'adverb particles' or 'adverbial particles'. They include in, out, up, down, on, off, through, past, away, back, across, over, under. Adverb particles often join together with verbs to make two-word verbs, sometimes with completely new meanings. Examples: break down = 'stop working'; put off = 'delay', 'postpone'; work out = 'calculate'; give up = 'stop trying'. For information about these verbs, see the next section.