Option A: 'On' means 'to be located on a surface in a general way'. The meaning applies here as the location 'the left' refers to the left side in general, and 'on' refers to driving on the road's left side. Hence option A is correct.
Option B: 'In' means 'within', 'to be enclosed by walls'. The meaning isn't suitable for the given sentence. Hence Option B is incorrect.
Option C: 'At' expresses a location or time. It is generally used to mention a particular location, as opposed to a place taken in general sense 'the left'. For e.g. 'at the hospital', 'at a theater'. Hence C is incorrect.
Option D: If we don't use a preposition here, the meaning formed is incomplete. It sounds as if the words 'the left' are the object of the verb 'drive', which isn't logical. Hence option D is incorrect.