The correct options are
A with our clothes
B into the room
D by the porter
Prepositional phrases are a group of words containing preposition which lacks either a verb or a subject. Such phrases always have two basic parts: object and preposition. Prepositions are mostly followed by objects.
Using options A, B and D will justify all the above rules.
'With our clothes' is a prepositional phrase as 'with' is the preposition and 'clothes' is the object. 'Into the room' is also a prepositional phrase as 'in' is the preposition and 'room' is the object.
Similarly, 'by the porter' is also a prepositional phrase as 'by' is the preposition and 'porter' is the object.
Option C is not a prepositional phrase.
Thus, options A, B, and D are the correct answers.