I live in America. I have never heard someone state "I am going well." It'd sound odd if you said that. You'd say:
- I am doing well. - positive remark
- It's going good. - positive remark
- It's going. - reluctant "I guess things are okay" remark
Nor have I ever heard an Englishman say "I am going well."
"Going" specifically relates to traveling. Only with the idioms I expressed to you does it seem natural to use "going" to explain how things are going.
Maybe the Australians use that phrase, but it is most certainly not in America, and I'm quite positive not in England.
On reflection I'd say, 'Very well, thanks', is a/the mainstream idiomatic English response to 'How are you?' Conventionally it is not a description of health or progress. Just a bright attitude. ['Fine' is American] Neither of the given translations is good enough. Not enough enthusiasm in what's an idiomatic response to a very common greeting. To: 'How are you going?' [Like the French 'Comment allez vous?'] millions reply: 'Alright!'. So, not literal, but idiom.
First and foremost, the French verb "aller" means to go. This is why you can see this translation in the hints.
The fact that it is used to tell about someone's health is idiomatic: je vais bien = I am fine/doing well.
Hints are not meant to give you the solution to the sentence you are working on. It just lists a few meanings for the words you are hovering on.