Learn Finnish: Bussi menee länteen.

You would use the command (imperative) form of the verb mennä (to go). For Verb Type 3, you drop the -nä from the basic form. So the command is Mene länteen! Our example sentence uses the regular form menee (goes) because it is just stating a fact about the bus.

Why is the word for west written as länteen instead of its basic dictionary form länsi?

Länteen is the illative (into) case of länsi (west), used because the bus is moving towards that direction. Finnish words ending in -si often change their stem to -te- before adding an ending. So länsi becomes länte-, and then we add the illative ending -en to mean to the west.

Why does the verb mennä (to go) become menee here?

Mennä is a Type 3 verb. To get the he/she/it form for the bus, you drop the -nä ending to get the stem men-, add an -e-, and then double the last vowel. This gives us menee (it goes).