"Yes, we are already going."
Translation:Да, мы уже идём.
This a rather unnatural word order. You will be understood, but it sounds strange.
"Уже" (already) refers to the action,. and under normal circumstances either immediately precedes the verb or (less commonly) follows it. The only exception is the negating particle "не" that would go between "уже" and the verb: "yже не могу". You should not stick anything else in between. If you really want to stress "yже", you can sometimes move it to the very end of a sentence, but moving it to the front sounds highly unnatural.
It's OK to omit it in colloquial speech, but it gives the sentence a distinct "rushed" flavour.