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Can I say,

(a) The lady shocked with fear.

(b) Then, he asked the woman whether she was hurt.

(c) The dog is very dutiful. He collects the newspapers with its mouth to his owner.

(d) The thief ran without direction and position.

(e) The rushed towards to there and caught the thief.

(f) They heard John’s scream for help.

(g) This afternoon, around 2 p.m., I went home on foot.

(h) He drives in/ on the Street Thomas.

(i) He played in / at / on the playground.

(j) He flies in / on / at the sky.

(k) He flies in the jet.
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You can use these:

(a) The lady was shocked with fear.

(b) Then he asked the woman whether she was hurt.

(c) The dog is very dutiful. He collects the newspapers for his owner with its mouth.

(d) The thief ran without direction.

(e) They rushed towards there and caught the thief.

(f) They heard John’s scream for help.

(g) This afternoon around 2 p.m., I went home on foot.

(h) He drives on Thomas Street.

(i) He played in / at / on the playground.

(j) He flies in the sky.

(k) He flies in the jet.
Comments  
Vincent Teo
Can I say,

(a) The lady shocked with fear.

The lady is shocked with fear

(b) Then, he asked the woman whether she was hurt.

Yep or just 'Then he asked the woman if she was hurt.'

(c) The dog is very dutiful. He collects the newspapers with its mouth to his owner.

The dog is very dutiful. He collects the newspapers with his mouth for his owner.

(d) The thief ran without direction and position.

The thief ran without direction or position. (But you would never say position. Just 'The thief ran without direction' is okay.)

(e) The rushed towards to there and caught the thief.

He/They rushed there and caught the thief.

(f) They heard John’s scream for help.

Okay.

(g) This afternoon, around 2 p.m., I went home on foot.

Okay

(h) He drives in/ on the Street Thomas.

He drives on Thomas Street.

(i) He played in / at / on the playground.

He played in the playground.

(j) He flies in / on / at the sky.

He flies in the sky.

(k) He flies in the jet.

Okay. 'He flies on the jet' is also okay if he is a passenger.