Would it be ok to say "दोनों पीतर और नेहा खेलने जा रहे हैं।
I am wondering if "going to do sth." is literally the action of going somewhere to do something, or if it also can be used as the English going to-future tense.
Yes, it just implies future tense and not actually going somewhere.
It can also be, "पीटर और नेहा खेलने जा रहे हैं।"
I have done this wrong because i am so busy