here 去 as you see is a directional complement. It indicates that the teacher walked away from "my" position and towards the classroom. 老师走进了教室。 This sentence is absolutely correct, but it doesn't give any directional indications. 老师走教室去了。 This sentence is weird because 走 is an intransitive verb. You can't just say 走 something. Adding a "到" or "进" after "走" sounds much more natural to me.

you can say 老师走进教室去了 or 老师走进了教室 if you are outside the classroom, and if you are in the classroom, you can say 老师走进教室了 or just say 老师来了. the difference between 老师走进教室去了 and 老师走进教室了 is the position you are , whether you are in or outside the classroom.

The complex directional complement is used to give a detailed description of the action.

老师走进教室去了. 【这里用“去了”，表明你仍站在走廊里。】 Can I just say 老师走进了教室. 【你的位置不能确定。是“进来”了，还是“进去”了，取决于上下文才能判断。】