Learn Russian: Вечером мы идём в кино. - In the evening we are going to the cinema.

In Russian, times of day don't need a preposition to say "in the...". Instead, the word itself changes slightly. The noun вечер (evening) becomes вечером (in the evening). You will also see this with утро (morning) becoming утром.

We are learning about the Accusative case for destinations, so why hasn't the ending of кино changed here?

You are right to look for an ending change! When using в to show a destination, we use the Accusative case. However, кино is a borrowed foreign word. In Russian, many borrowed nouns ending in -о or -и are "indeclinable," meaning their spelling never changes, no matter the grammar rules.

Why do we use the preposition в instead of на for the cinema?

We use в because a cinema is an enclosed physical building, so you are going "into" it. The preposition на is generally used for open spaces or temporary events, like going to a concert (на концерт).

The English translation says "we are going", but isn't идём present tense?

Yes, идём is in the present tense. Just like in English where we can say "we are going to the cinema tonight", Russian frequently uses the present tense of verbs to talk about fixed plans in the near future.