The "Go" Menu allows you to move to specific locations on the machine. An example would be the "Home" directory where all the user's settings and data is stored. The "Network" menu option is the Mac equivalent to "Network Neighborhood" in the PC world. You can see other computers to which you can connect to if those computers have shared acess.
You can also connect to other machines by using the "Connect to Server" menu option.
You could either type in the appropriate protocol and IP address or "browse" the network for the machine that you want to connect to.