Question

like sun is near to us why another stars can not come near to us like sun

Answer 1

Stars (including the sun) do move as they revolve around the center of their parent galaxy. There orbits are fixed and cannot be dislodged from them easily. It would require a tremendous amount of force to do so and Earth being a very tiny planet cannot do that. The distance between us and other stars is also very huge and for them to travel such large distances would be nearly impossible without a suitable driving force.