No, not exactly.
We use the present continuous with a future time to mean a future arrangement, as in your example, "Are you going jogging after work tomorrow evening?"
We use "be going to (verb)" also for a future event, but in this case it's an intention or a plan, or a prediction based on observing the present.
The basic difference is that arrangements mean organisation has already been done, a commitment is in place and other people are aware of it. "Be going to go" doesn't have this meaning.
"Go (verb)ing" is a form we use for doing certain activities.