They are both correct. 'We are planning to see a new film this evening' suggests a continuous action i.e. that you are still planning (or 'deciding') which film you want to see later that day. 'we plan to see a new film this evening' suggests that you might have already decided which film you want to see later that day. But more context would be needed to determine the speaker's exact meaning. 'To see' suggests that you going out to see the film e.g. to a cinema. You would normally use 'watch' if referring to a film being shown on a TV at home e.g. 'we are planning to watch a film on TV this evening' Hope this helps!