Hola. Sí, se dice "voy a..." :-)

Not exactly, but close. "I'm going to" is said in Spanish "voy a". If you use reflexive, this is another business. If you say "ella va a comer" mean in English "she is going to eat", but if you say "Ella se va a comer" it means "she is leaving to have lunch". When se/me/te is used, usally means leaving. Note that, in english, you said "be going to" and in Spanish there is not to be verb. Please, feel free to contact me if you want a further explanation or even if you want to skype me.