I'm presuming that you're asking about the English phrase 'on the go' , even though your question says it's a query about learning Vietnamese. 'on the go' has various meanings. You could say, for example, 'I'm on the go from morning until night' . This would mean that you are very busy, and you don't have time to rest. If this doesn't help, then maybe tell us the context you saw the phrase in?

"on the go"" (of a person) very busy and active :

INDIOM là THÀNH NGỮ. I come from Viet Nam

It can have different, but relative meanings depending on the whole scenario. For instance, 'music on the go' can mean music while travelling.