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"We went", but more probably "we went to" or "we have been (somewhere)"
Explanation: The French sentence has a mistake, though... If it was sent by, say, a family, it should have read "nous sommes allés", as whenever men only or men and women (boys and girls) are involved, the masculine plural is used (sigh... yes, men always has precedence...). If only women (or girls) are involved, then it would be feminine plural and would read "nous sommes allées".
In a sentence such as "nous sommes allés chez mes parents", or "nous sommes allés au cinéma" you would say "we went to my parents" or "we went to the cinema". You could also say "we have been to my parents yesterday". If someone asks you "etes vous allés voir la parade?" you could say "oui, nous sommes allés". (Did you go see the parade? - yes, we went."