다고 들어가다

go in intending to do X

-다고 or -겠다고 quotes what the person says or intends, and 들어가다 says they went in on that basis: 수영 한번 해보겠다고 들어간 상황, 'he went in saying he'd have a swim'. 들어가다 is not only physical entry — 두산이 사겠다고 들어갔는데 is a company moving in to buy. The quoted part is the stated reason, which the speaker may or may not accept.