Learn Finnish: Minne sinä menet? - Where are you going?

In English, "where" can mean a stationary location or a destination. Finnish makes a strict difference. Missä means "where at" (staying in one place), while minne means "where to" (movement towards a place). Because the verb mennä (to go) involves moving to a destination, you must use minne.

I've also seen mihin used for "where to". Could I use that here instead?

Yes, absolutely! Minne and mihin both mean "where to" and are mostly interchangeable. You will often hear both Minne sinä menet? and Mihin sinä menet? used to mean the exact same thing.

How do you get menet from the dictionary verb mennä (to go)?

Mennä belongs to a group of verbs that end in two consonants and a vowel (known as Type 3 verbs). To make it match sinä (you), you remove the final -nä to find the base part of the word (mene-), and then add the "you" ending -t. This gives us menet.

Why isn't there a word for "are" in the Finnish sentence?

Finnish does not have a separate continuous tense like English does (such as "are going" versus "go"). The single word menet covers both "you go" and "you are going". You don't need a separate Finnish word for "are" here!