The appropriate preposition to use in this context is "through." "Through" indicates movement within or inside something, in this case, the forest. "From" (1) would imply a starting point, which is not correct in this context. "Along" (3) suggests moving in a line or direction parallel to something, which doesn't fit the description of the action. "Among" (4) refers to being surrounded by something, but it doesn't make sense for describing movement by a forest. Conclusion:
The correct preposition is "through," as it best describes movement within the forest.