I have to wonder if whoever wrote this sentence just passed by the connotation entirely or if this is a gentle joke to those of just using the course. Though not with the same meaning, you wouldn't call someone a goat in Vietnamese like you wouldn't call someone a pig in English.
The addition of the directional makes it relatively obvious you're talking about a person being a literal goat, but the connotation is still something that won't pass by the average person.
So the caveat here is that I'm not in-country, so the usage may have fallen out of favour with those who are still living in Vietnam and of the younger generation. Certainly, I can't find the idiomatic meaning on Google or Bing (possibly because I don't know what to type in), but the connotation here is something satyr-like, someone who is a little lustful toward the opposite sex. I actually do not know if it can be used for females since I've only ever heard it used for men. Per usage, it's not extremely rude, but it's in no way a complement. It's slightly derisive, though rarely an out-and-out insult.
True enough. Certainly, "đây" means here, so yeah, it works in reference to something close, and I wouldn't ever use it for anything not immediate to my person. However, my experience is that people interchange "đó" and "kia" without any rhyme or reason, but yeah, if I were to commit to a definition, the one given by your teacher would be the one I'd pick. I usually just say "đằng đó đó" and wave my hand vaguely. :)