"Where is he going?"
Translation:Où va-t-il ?
There is no present progressive in French: both "he is going" and "he goes" are translated as "il va".
Hence "Where is he going ?" can be translated as "Où va-t-il ?" (formal), "Où est-ce qu'il va" (neutral) or "Il va où ? / Où il va ?" (colloquial), but "Où est-il va ?" simply makes no sense.
read the lesson notes at the bottom of the first page with all this sections lessons. they explain why there is a t in the middle. basically i think it is cause the there are two vowels next to each other and that cant happen so they just put in a t but it means nothing. the lesson notes are well worth reading for each section as they explain lots. hope i understood it right.