Andare in Italian means "to go" in English.
lasciar andare
"Do you want to go to lunch?" in English is Vuoi andare a pranzo? in Italian.
"It is necessary to go to work!" in English is È necessario andare a lavorare! in Italian
"I wish I can go with..." in English is Spero che io possa andare con... in Italian.
"I cannot wait for our holiday" in English is Non vedo l'ora di andare in vacanza in Italian.
"Way to go" in English means la strada per andare, or Vai così colloquially, in Italian.
Ho paura di andare al bagno
Devo andare is an Italian equivalent of 'I have to go'. The verb 'devo' means '[I] have to'. The infinitive 'andare' means 'to go'. Together, they're pronounced 'DEH-voh ahn-DAH-reh'.
Devo andare alla stanza da bagno. http://ets.freetranslation.com
"I cannot go to the movie theatre" is a literal English equivalent of the Italian phrase Non posso andare al cinema. The pronunciation will be "non POS-so an-DA-rey al THEE-ney-ma" in Italian.
Andare a letto is an Italian equivalent of the English phrase "to go to bed."Specifically, the infinitive andare means "to go." The preposition a means "to." The masculine noun lettomeans "bed."The pronunciation is "ahn-DAH-reh ah LEHT-toh."
"Vai a dormire", assuming it's an order, else you "just" have to conjugate the verb andare (to go) then add "a dormire". Take note that andare is an irregular, polythemathic verb.