Hola Kala,
The question means: Where do you go on the weekends??
There are many options. You could say:
1.Los fines de semana me quedo en casa. (On the weekends I stay at home)
2.Los fines de semana visito a mis abuelos (On the weekends I visit my grandparents)
3.Los fines de semana voy al parque a correr. (on the weekends I go to the park to run)
4.Los fines de semana voy al lago. (On the weekends I go to the lake)