"They will have gone to the movies when you arrive."
Translation:Elas terão ido ao cinema quando você chegar.
I don't get why I should translate "when you arrive" as "quando você chegar" instead of "quando você chega"
Thats the correct in portuguese. When the sentence is in future, if we add quando+subject+verb it has to be in infinitive.
So I should also use it when I don't have a form like ido, for example I should state "eu comprarei o casaco quando você chegar"
Not at all. I see your are clever and willing so much to learn. Just a tip: it woud be good for you to get additional information, maybe through a portuguese book. Duolingo is good at helping us to build sentences, learn new words, and so on. But there is not much information. I think that would help you. But dont mind asking any doubt. I'll be glad to answer... if i am able to :)