Go straight two blocks. Turn left.

1. It's on your left.
2. It's to your left.
[Can we use 'to' as in #2?]

3. There is a special place for teenagers: Chicago Library.
[Is Chicago Library in apposition with 'a special place for teenagers'?]

4. There is a special place for teenagers, Chicago Library.
[Can we use this way? Is #3 the same as #4? Is 'Chicago Library' in apposition with the previous phrase?]

5. There is a special place for teenagers, that is to say, Chicago Library.
[This one is the same as the previous sentences, isn't it?]

"Go straight two blocks, then turn left." would be best if a turn is required. 1 and 2 suggest that the destination is immediately on the left.

Either 3 or 4 can be used, but "that is to say" is unnecessary.

Wouldn't it be "the Chicago Library"?

One and two: yes, we say both.

Three and four: You need the colon, not a comma in this sentence construction. No, "Chicago Library" is not an appositive. An appositive immediately follows the noun it defines. "There is a special place, Chicago Library, for teenagers" is an appositive.
Five means the same as three and four, yes.

PsyDAG is right, in part. If you make the left turn, you will find the destination on the left side of the street (after the turn) is fine, if that's what you mean. If the left turn and the destination are the same, as in turning left into a driveway, these directions could be confusing.

1. Yes, you can use "to" in sentence #2. Both sentences mean the same thing - the location is on your left after you turn left.

2. In sentence #3, "Chicago Library" is not in apposition with "a special place for teenagers." Apposition is when two nouns or noun phrases are placed right next to each other to provide additional information or clarification. In this case, "Chicago Library" is simply stating the name of the special place for teenagers.

3. Sentence #4 is similar to sentence #3, but it uses a comma to separate the phrase "Chicago Library" from the rest of the sentence. This indicates that "Chicago Library" is still providing information about the special place for teenagers, but it is not in apposition with it.

4. Sentence #5 is also similar to the previous sentences. The phrase "that is to say" is used to provide clarification or further explanation, but it does not change the meaning of the sentence. "Chicago Library" is still stating the name of the special place for teenagers.