The composer went this way to the States (5)
I believe the answer is:
sousa
'the composer' is the definition.
(I've seen this before)
'this way to the states' is the wordplay.
'this way' becomes 'so' (I've seen this in other clues).
'to the states' becomes 'usa' (United States of America).
'so'+'usa'='SOUSA'
'went' is the link.
This may not be right. It may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for sousa that I've seen before include "March man?" , "US composer of marches" , "US march king" , "John Philip ..., composer of military marches" , "American composer known for marches" .)