Hi Safaa, there are many meanings of this word. Here's the dictionary definition
sa·shay (s-sh) Informal
intr.v. sa·shayed, sa·shay·ing, sa·shays
a. To walk or proceed, especially in an easy or casual manner.
b. To strut or flounce in a showy manner: sashaying around the dinner party in his fancy new clothes.
2. To perform the chassé in dancing.
3. To move in a sideways manner.
1. A chassé.
2. An excursion; an outing.
3. A figure in square dancing in which partners circle each other by taking sideways steps.
In this case the modern version would be: Why don't you pop over to the store and get some bottled water?