"Sections X to Y" or "Sections X through Y"?

If this is intended for a British audience, then do not use through. Use to, along with inclusive if there could be any doubt:

Sections X to Y [inclusive].

Through is so rarely used in this construction in BrE that "never used" may not be too strong. ODO has it as "North American" at sense 4.

Informally, the two are equivalent. Consider these statements:

The course covers everything about baking from A to Z.

From the greatest to the humblest, all shall be judged.

There are ten questions on this test. Answer questions 1 to 5 first, then proceed with 6 to 10 if there is time.

Clearly all are meant inclusively. If absolute precision is required, as in a scientific or academic paper, use through. Otherwise it will be understood either way.