ذاهب is an active participle (the doer of something), so it's a noun, not a verb. It literally means 'a goer' (someone who goes somewhere). This can be confusing, but in Arabic the active participle is used for the present continuous, because there isn't an -ing form.
I think it's easier to see with the word مسافر.
مسافر literally means 'a traveller' (the active participle of travelling). When we say إلى أين أنت مسافر, what this sentence literally translates to is, "To where are you a traveller?" Think of it this way: someone who's a traveller is someone who's travelling. In other words, it's the present continuous.
Because the active participle is a noun, it's not conjugated for the tense. But it doesn't need to be, as the active participle is always the present continuous. (However, it is inflected for gender and number: مسافرون, مسافرات, etc.)