The expression s'en aller can be a little hard to get your head around, but it just means to leave or go away.
s'en aller in the Present tense (Le Présent)
s'en aller as an imperative (L'Impératif)
You can use it to tell people to go away:
If you want to understand the structure (you don't have to but it's interesting), the en part is actually a replacement (pronoun) for an unspoken d'ici or de [place] so it means from here or from [place].
is structurally similar to get yourself out of here.
s'en aller in the conversational past tense (Le Passé Composé)
Since it's reflexive, it can get complicated in the Passé Composé.
Note that in these cases, the en will be before or after être: formally, it should be before, but in practice, it often ends up after.