Translation:We need to go to customs now.
English speakers of English go through Customs, not to Customs. And to distinguish this meaning of customs (i.e. Customs and & Excise - a form of taxation) from habits and practices, we would often treat it as a proper noun and give it a capital initial letter. I suppose it is because now this only happens at ports, airports etc and it is part of the route from the ship/aircraft via immigration, security etc to the destination jurisdiction, so we pass through the customs check, we don't go up to a counter and then back again. So 'go through customs' should be accepted.