Where did 'are going to' come from? Is there in official dictionary? How if we want to tell 'I am going to learn something' (present continuous tense).
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"Going to" is one of the ways of expressing the future in English. It tends to be less formal than other ways (such as "will" or "shall"). It is extremely common in English.
Despite its form, it is not a present continuous - it is better to treat "going (to)" as invariable: you can say "I was going to"; "I will be going to"; "I would have been going to", etc; but "I went to" and "I have gone to" do not exist with this meaning.
A quick look at COHA (the Corpus of Historical American English) suggests that it became common early in the 20th Century, but I have not looked carefully at the results.
There is no official dictionary.
"Going to," in future-indicating sense, apparently originated from its use when somebody was actually going somewhere to do something. Someone might say "I am going to take food to Grandmother," indicating that they were actually on the way. Over time, people started to use it when they weren't actually going anywhere at all, but just mentally preparing to do something, and the phrase evolved into a grammatical marker. It has been used in this way for centuries, but it became much more common in the last century. John McWhorter writes about this, I think in The Power of Babel.