Hi John R. As already mentioned, and what many people do not seem to appreciate, is that aircraft flying into major airports are under radar control. I.e they are in radio contact with air traffic controllers who effectively handle the navigation from the ground.
The aircraft goes around.... shortly afterwards it is instructed by the Tower to contact the radar controllers who direct it back into the approach sequence by issuing headings, speeds and altitudes for it to fly. This usually means a turn on to the downwind leg to join the landing stream.
If the go-around was because of very bad weather ATC may well climb the aircraft back into one of the holding patterns where it will hold to await weather improvement. This prevents congestion at lower altitudes. In such conditions ATC will often keep the lowest levels in the holding patterns available.
Occasionally an aircraft flying a go-around may be very short of fuel. In an extreme situation it may be necessary to break another aircraft off the final approach and slot in the one which flew the go-around. Luckily this does not happens too often!!
HTH