I’ll be making love to her through you
So let me keep my eyes closed

from The Weeknd (Ft. Drake) – The Zone Lyrics on Rap Genius

Meaning

It would seem from the storytelling content of the album that by “making love to her through you” he is probably going to have sex with this current girl while thinking about another girl that he is truly infatuated with, possibly the girl in Thursday, the album’s namesake.
It would appear to me through out the album he’s trying to convince himself that he does not have feelings for the girl in Thursday by alienating her emotionally and physically.

Also, some suggest it’s a reference to his song Love Through Her

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