Куда вы идите? (present continue) Куда вы (сейчас) идете? (now)
Куда вы ходите? (present indefenit) Куда вы (обычно) ходите? (usually, every day, often, sometimes)
3) in first one it would be more properly but second is rightly also but with different meaning.
in first - you are going to university now (right now) in second other meaning. somthing like.. you go now(in this year, in this part of your life)
in english : a)yesterday i went to the theatre, b)yesterday i was going to theatre... differet times
4)while they go to museum(in the way to museum).. -шли / Когда они ходили в музей, они говорили о литературе you can say too, but it will mean already: when they went to museum..
hope you get it :D