Use "at" for addresses, "on" for streets, and "in" for inside of a building, neighborhood, city, country, etc.
Examples:
"The restaurant is at 200 Center Road" = The restaurant's address is 200 Center Road
"The restaurant is on Center Road" = The restaurant is on a street named Center Road
"The restaurant is in Westfield Mall on Center Road" = The restaurant is located inside of a bigger structure, and that building is on a street named Center Road
"The restaurant is in Westfield Mall at 200 Center Road" = The restaurant is located inside of a bigger building, and that building's address is 200 Center Road
"The restaurant is in London, on Center Road" = The restaurant is in the city of London, and within London is on a street named Center Road