Go to Definition will navigate to the definition in an existing open document or open the document if needed. This works across packages in your GOPATH, and also for core Go APIs in GOROOT.
This is all handled in VS Code itself through it's (relatively high-level) extension API[0].
[0] https://code.visualstudio.com/docs/extensionAPI/vscode-api#D...
Thanks for the hard work btw, vscode+go has made my team much more productive.