He goes = we don't know where he's going, but just that he is going. It doesn't really make too much sense on its own; it needs a quantifying phrase to give us more information. Due to its tense, however, it's habitual: "he goes to school every morning", "he goes upstairs when he's angry". He goes away = he is going 'away' from us; with the implication that he is trying to get away from us. If you don't want someone to be around you, you would say "go away!". With 'away', it specifies a direction unlike the first sentence. In colloquial English it can also mean 'to go on holiday'; "when do you go away to Cyprus?" "I'm leaving on the 3rd of May".