I think the answer is
When you do me upwards or downwards, you may end up in tears.
A break-up is the end of a relationship.
A breakdown is a sudden collapse in a person's mental health.
Both are very sad.
And being downwards is being told how 'it' is.
"Let me break it down" means to let me explain it in fundamental terms.
When you do me inwards you're in breech of the law.
A break-in is an illegal forced entry to a building or vehicle.
You do me cleanly when you forget about before.
A clean break is a complete separation that allows you to forget about before.
When I'm away, you'll make an exit.
Breakaway is a divergence from something well established.
Every time that's your first time, a duck gets it.
To break one's duck in cricket means to end a run of zeroes. As pointed out by Ankoganit, it also means to do something for the first time.