Hi!
A prepositional phrase is a group of words that begins with what we call a "preposition". A "preposition" is a word like "through", "over", "under", "behind", "before", "after", "inside", "outside", and "in". You can find a full list of prepositions online.
For your sentence, "down" and "in" are both prepositions. Find an answer choice with one of these words :)