The sun doesn’t go anywhere at night. You do.
As Earth goes around the Sun, Earth rotates. It takes approximately 24 hours for Earth to rotate once. As Earth rotates, roughly one half of it is always illuminated by the Sun. The illuminated half is experiencing daytime. The dark half is experiencing night time.
The easiest way to demonstrate this is to put a torch or lamp in the corner of a room. Turn all the other lights off so that the lamp is the only bright object in the room. Stand a few feet away from the lamp and look at it. You are experiencing the day. Slowly spin around so you are facing the other way. You are experiencing the night.
The rotation of the Earth is why the Sun appears to rise in the morning in the east, and descend in the evening to the west.
