Learn German: Wir fahren bald nach Hause.

Bald is an adverb meaning 'soon', which is what we need here. Sobald is a subordinating conjunction meaning 'as soon as'. While they look similar, sobald is used to connect two clauses and pushes the verb to the end, whereas bald just describes when the action in a single clause is happening.

Why is it nach Hause and not zu Hause?

You use nach Hause when you are expressing movement or direction toward your home, which fits perfectly with the action verb fahren. You use zu Hause when you are already at the location (at home) with no movement involved.

Why use fahren instead of gehen for 'going'?

In English, 'going' is a general word for movement, but German is more specific. Gehen implies walking on foot. By using fahren, the speaker indicates they are taking a vehicle (like a car, bus, or train) to get home.