"Go" is used to describe a movement away from where you are: I am going to the cinema tonight.
"Come " is used to describe a movement to the place where you are: My friends are coming to dinner tonight.
"Go back" and "come back" follow the same rules, but you can also replace both of them with "return":
He came back late last night/He returned late last night.
He wants to go back to his home town after graduation../He wants to return to his home town after graduation.
I hope this helps!