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I'm doing an exercise of making questions. Then
Nous allons dîner au restaurant -> Où allez-vous?
but
Il sort de la poste -> D'où sort-il?
Could you please explain what is the difference between them?
Why don't we use "À où allez-vous?"?
Is it correct to say "Où sort-il?"?
Could you please explain what is the difference between them?
Où means where. Où allez-vous ? : Where are you going?
D'où means from where. D'où venez vous ? : Where do you come from?
Why don't we use "À où allez-vous?"?
Because it is not idiomatic and the à wouldn't add any piece of information anyway.
Combinations with où are possible though, as Gilles commented:
À partir d'où la frontière commence ? : From where starts the border?
Jusqu'où va la route ? : How far does the road go?
Vers où partent-ils ? : Where are they heading? (literally: "toward where...")
You can still use à this way:
À quel endroit allez-vous ? : Where are you going (literally: "To what place are you going?")
Is it correct to say "Où sort-il?"?
It is correct French but has a different meaning (where does he go out/does he leave).
Note also that like with my previous examples, the inversion is more a written or formal way to express the negation.
Usual spoken French would be: Il sort où ? Ils partent vers où ? La frontière commence où ? La route va jusqu'où ? Vous allez à quel endroit ?
You can find your answer here: https://www.etudes-litteraires.com/forum/discussion/34632/difference-entre-dou-et-ou
I will try to gather the most important points and provide some translation hints.
(...), où refers to the place where we are (Où est ton frère ? = Where is your brother?), or the place to which we are heading (Où vas-tu ? = Where are you going?); whereas d'où concerns the origin, the place from which we come (D'où venez-vous = From where are you coming?).
D'où can also be used to express a consequence. (Il ne m'avait pas prévenu de sa visite : d'où mon étonnement. = He had not warned me of his visit; hence my astonishment.)
J'ai repéré l'immeuble d'où il est sorti. J'ai repéré l'immeuble. Il est sorti de l'immeuble : il est parti de cet endroit. "d'où il est sorti" est une proposition relative complétant le nom "immeuble".
l'immeuble où il est entré Il est entré dans l'immeuble (lieu où il va). "où il est entré" est une proposition relative complétant le nom "immeuble".
EDIT (merci @ Gilles 'SO nous est hostile')
It's a bit more complicated than this. There are other prepositions that can be followed by “où”, some of which convey a destination: “à partir d'où”, “jusqu'où”, “vers où”… But other prepositions need a “what” pronoun rather than a “where” pronoun: “dans quoi”, “sur quoi”…
A general rule (if it exists) goes beyond my knowledge.
