Go to a western terminus (4)
I believe the answer is:
wend
'go' is the definition.
(archaic word for 'go', present tense of 'went')
'western terminus' is the wordplay.
'western' becomes 'w'.
'terminus' becomes 'end' (eg the end of a train line is its terminus).
'w'+'end'='WEND'
'to a' acts as a link.
(Other definitions for wend that I've seen before include "Travel" , "... one's way, go on a journey" , "Slowly go" , "Make (ones way)" , "Slav" .)