You use "be going to" for your future plans - the things you intend/have decided to do in the future. For example:
I am going to have a meal with my friends tonight.
you can also use "be going to" for a prediction as you see or hear. For example:
There are clouds in the sky. It's going to rain.
You use the present continuous for future arrangements and fixed plans. For example:
I am going to an ice hockey match in the evening. I bought a ticket for it yesterday.
Nevertheless, you often use either be going to or the present continuous to have similar meanings.
We are going to have a party next week (we intend/have decided to do so).
We are having a party next week (we have made arrangements).