Did you take a look at the Go tutorial at http://golang.org/doc/go_tutorial.html
Here's how to compile and run our program. With 6g, say,
$ 6g helloworld.go # compile; object goes into helloworld.6
$ 6l helloworld.6 # link; output goes into 6.out
$ 6.out
Hello, world; or Καλημέρα κόσμε; or こんにちは 世界
$
With gccgo it looks a little more traditional.
$ gccgo helloworld.go
$ a.out
Hello, world; or Καλημέρα κόσμε; or こんにちは 世界
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solved How difficult is it to compile the Go programming language?