In this case the verb "voy" is the future of verb "to be", if you say "I
will play" in spanish is "Yo
voy a jugar". In spanish there are no diference between "will" and "going to".
I'm going to write some examples
1.- I'm going to show you
(Yo) te voy a mostrar, you can also say (Yo) voy a mostrarte
2.- I'm going to show him/her
(Yo) le voy a mostrar, you can also say (Yo) voy a mostrarle
3.- I'm going to show them
(Yo) les voy a mostrar, you can also say (Yo) voy a mostrarles
4.- I'm going to show myself
(Yo) me voy a mostrar, you can also say (Yo) voy a mostrarme