It means "how are your studies progressing" ... it is similar to asking how are you doing but in the context of Studies. Going here does not mean actually going somewhere.

She was bringing up a new subject to talk about, asking you how you were doing with studying. I cannot tell from this whether she meant something smaller, such as your homework for the night, or whether she meant in general, such as your entire coursework for the class or classes. Does that make sense?

it's like how u doing, or how life is going, but she was asking u about or referring to ur studies. to make it more easy for u she meant how's ur studies. hope it helps