Because الصيدلية is a feminine singular noun, the adjective has to match it. So you get:
If the noun were masculine, you would use القريب instead.
روح is the imperative form of راح / يروح, meaning to go. Here it means go and is directed to one male person.
Some related forms are:
عالصيدلية is a colloquial contraction of على الصيدلية. In Levantine Arabic, على often gets used with motion verbs to mean something like to when talking about destinations. So:
Using إلى would sound much more formal or Standard Arabic-like.
يلي is the Levantine relative word meaning that, which, or who. It introduces extra information about a noun.
So:
A nice thing for learners is that يلي does not change for gender or number. In Standard Arabic, you would need different forms such as الذي and التي.
In Arabic, the verb to be is usually left out in the present tense. So جنب المستشفى literally looks like next to the hospital, but it means is next to the hospital.
That is why:
جنب means next to, beside, or by the side of. It is very common in everyday speech for location.
So:
It is a very useful word to remember for giving directions.