Say this when you find something you were looking for. It can be a piece of information, or a physical object. 

Here we go. It was in the wrong folder.

(When checking a website to find out when a concert starts:)

Here we go. It starts at seven.

You can also say "Here we go!" when something big and intense is about to start. In this case, the intonation is a little different, with extra stress on “go.” You could say this right before you ride down a big hill on a bicycle, or before you start to play a song with your band.