You don't translate it, that's the point. Train à grande vitesse means high-speed train. There is no "of", "at" or "with" there.
Similarly, pain au chocolat does not mean "bread of the chocolate" or anything silly like that. "Chocolate bread" would be the closest translation but since this is ambiguous in English we just use the French word as a loanword.
You won't learn anything by trying to find an English analogue for words like à in French. It will probably actually set you back. You just have to learn it how natives learn it. It's French because it's French. There is no other definition and you can't draw on any other language for guidance. This goes for all natural languages.
Similarly, pain au chocolat does not mean "bread of the chocolate" or anything silly like that. "Chocolate bread" would be the closest translation but since this is ambiguous in English we just use the French word as a loanword.
You won't learn anything by trying to find an English analogue for words like à in French. It will probably actually set you back. You just have to learn it how natives learn it. It's French because it's French. There is no other definition and you can't draw on any other language for guidance. This goes for all natural languages.