In the US the "Visual Approaches" and "Go-Arounds" are covered by the Airman's Information manual Section 5−4−23. Visual Approach
e. A visual approach is not an IAP and therefore
has no missed approach segment. If a go around is
necessary for any reason, aircraft operating at
controlled airports will be issued an appropriate
advisory/clearance/instruction by the tower. At
uncontrolled airports, aircraft are expected to remain
clear of clouds and complete a landing as soon as
possible. If a landing cannot be accomplished, the
aircraft is expected to remain clear of clouds and
contact ATC as soon as possible for further clearance.
Separation from other IFR aircraft will be maintained
under these circumstances.
When you do a "go-around" from a visual, for any reason, the ball is immediately in ATC's court and they must issue an appropriate clearance. As to the first part of the question, the controllers are not simply going to turn off the ILS or other approach aids. A visual may be accepted if you are following another aircraft and do not yet have the airport in sight.