"Why are you going?"
Translation:तुम क्यों जा रहे हो?
This question does not use क्या (kya). Instead, it uses क्यों (kyon)-'why'.
Regardless, both क्यों and क्या (when used as 'what') should come right before the verb in the sentence.
The sentences where you see क्या as the first word in a question are those where it is used to ask yes/no questions. In these questions, क्या functions as Is,Are,Does,Did etc.
तुम क्यों खा रहे हो? - Why are you eating?
तुम क्या खा रहे हो? - What are you eating?
क्या तुम खा रहे हो? - Are you eating?