To say where you go, use "go to the…": "I go to the supermarket". For home, school, work and hospital (without a purpose): go to school / go to work / go home (no "the").
Public buildings & services
hospital
/ˈhɒs.pɪ.tl/
hospital
She is at the hospital.
bank
/bæŋk/
banco
I go to the bank on Fridays.
post office
/ˈpəʊst ˌɒf.ɪs/
correos / oficina de correos
The post office is on Main Street.
police station
/pəˈliːs ˈsteɪ.ʃən/
comisaría
There is a police station near here.
fire station
/ˈfaɪər ˈsteɪ.ʃən/
parque de bomberos
The fire station is on Oak Road.
library
/ˈlaɪ.brər.i/
biblioteca
I read books at the library.
school
/skuːl/
colegio / escuela
The children go to school every day.
church
/tʃɜːtʃ/
iglesia
There is an old church in the village.
Shops & food
supermarket
/ˈsuː.pə.mɑː.kɪt/
supermercado
I buy food at the supermarket.
bakery
/ˈbeɪ.kər.i/
panadería
The bakery opens at 7 am.
pharmacy
/ˈfɑː.mə.si/
farmacia
You can buy medicine at the pharmacy.
restaurant
/ˈres.tər.ɒnt/
restaurante
We eat dinner at a restaurant.
café
/ˈkæf.eɪ/
cafetería
Let's meet at the café.
market
/ˈmɑː.kɪt/
mercado
There is a market on Saturdays.
Leisure & outdoor
park
/pɑːk/
parque
Children play in the park.
cinema
/ˈsɪn.ɪ.mə/
cine
Let's go to the cinema tonight.
museum
/mjuːˈziː.əm/
museo
The museum is free on Sundays.
swimming pool
/ˈswɪm.ɪŋ puːl/
piscina
I swim at the swimming pool.
sports centre
/spɔːts ˈsen.tər/
polideportivo
He goes to the sports centre.
station
/ˈsteɪ.ʃən/
estación (de tren)
The train station is in the centre.