My daughter is studying Spanish and was amused to find that, French and English, Spanish uses the word meaning go as a future auxiliary. I just asked a Portuguese who confirmed that his language does too. Do all Romance languages do this? Did Latin?
I am pretty sure no Germanic language besides English does this.
Latin does have the construction “go” + supine.
NB that in many (all?) Romance languages, the Latin future tense has been lost, so in French, Spanish, etc. you are left with what derives from infinitive + “have”.
Can you give an example in Spanish, French and English of what you mean by “use[s] the word meaning go as a future auxiliary”? I am not sure I get what you mean.
French has two ways to form the future tense, the futur simple, which is a conjugated verb form (je mangerai) and the futur composé, which is a conjugated form of “to go” plus infinitive (je vais manger). The same goes for many other Romance language. I’m not sure if there is a difference in meaning or at least undertones, but both forms exist - possibly the futur simple is more formal.
Voy a comer una manzana.
Je vais manger une pomme.
I am going to eat an apple.
The odd one out there is for me French: English and Spanish are not, in my hearing, the verb “go” or “ir”, but prepositional phrases: voy a and I am going to (interesting that you boldened “to” in English but not “a” in Spanish, BTW). As a Spanish/German bilingual I hear no difference between Ich werde Essen/voy a comer. But that may be the phenomenon of the fish not noticing the water it swims in, because it is simply there. Curious that it strikes you, Hari_Seldon and Hari_Seldon’s daughter as noteworthy, it sounds completely equivalent to me.
I noticed that discrepancy after posting and reckoned that it was not worth an edit, as surely nobody would care. 
Good thing you did not edit it: my remark would have looked weird.
Concerning the prepositional phrases I meant phrasal verbs (sorry, I had to look it up, I am a practical linguist, sometimes a cunning one, but not a very good theoretical one): there are a lot of them in English, for instance with the verb to look. Look after, look for, look up (see previous sentence), look at, look ahead, look back, look over, look forward to… when I have to translate them I forget the verb to look, because in other languages, Spanish in this case, mirar detrás, mirar para, mirar arriba, mirar a, mirar adelante, mirar atrás, mirar encima, mirar adelante para (quickly translated literally in the same order as in English for the sake of the argument, please don’t crucify me for this) would not make any sense (well, mirar a would, more or less, curiously). They have in my feeling little to do with the verb to look, or perhaps as a metaphor, as is shown by the fact that you say the verb is to look, but the phrasal verb is listed as look ahead, not to look ahead.
But that is just my feeling, I may be competely wrong and blind and deaf to something that strikes others as evident and interesting.
Relevant podcast:
What I mean is, the Latin conjugated form is manducabo (the “-bo” itself a residual form of some proto-Indo-European verb). But proto-proto French does not have this, instead you had to say something like “manducare habeo(???)” which morphed into mangerai.
Re. “go”, the supine in -um together with eo was used to express aim, intention, purpose, to wish or prepare or be about to do something, etc., so perhaps this influenced the futur compose? Not sure though.
I would certainly say the verb is to look ahead and similarly for the others. And all the ones cited are at least metaphorical uses of look. Look ahead is the literal use of course. Look is a nominally intransitive verb whose object has to introduced by a preposition, usually at.
Anyway, my point is that somehow a form of go got to be used as a future auxiliary. When my wife was teaching French she discovered that they could simply use je vais … for the future and je viens de for the past as a first approximation to get started. Later she would teach them the real conjugations.
Hebrew does something very similar, despite being neither a Romance nor a Germanic language. The verb “halach”, or “walk”, is often used in the same sense as the English “go”, including as a future auxiliary:
אני הולך לאכול תפוח
Ani holech le’echol tapu’ach
I am going to eat an apple
I suspect it may be a bit of borrowed grammar, though. I don’t think you’ll find that construction in pre-Modern Hebrew.
Not only is it more formal, it is also paradoxically more “indefinite” in spoken French. You use it for events that will happen at some undefined point, vague intentions, and soft suggestions for possible future course of action.
Vais + infinitif is used for events that are about to happen, firm decisions and strong(ish) suggestions.
German has an even more curious auxiliary verb to form the future: Werden, which literally means “to become”. Apparently, the underlying logic is that I am turning into a state of being where I’m going to do this in the future.
My knowledge of this is rather patchy, but regular (non-Modern?) Hebrew basically only has two tenses, the perfect tense and the imperfect tense. For example, “Actions, &c., which are to be represented as about to take place, and as continuing a shorter or longer time in the future” are expressed in the imperfect:
וַיַּ֤עַן מֹשֶׁה֙ וַיֹּ֔אמֶר וְהֵן֙ לֹֽא־יַאֲמִ֣ינוּ לִ֔י וְלֹ֥א יִשְׁמְע֖וּ בְּקֹלִ֑י כִּ֣י יֹֽאמְר֔וּ לֹֽא־נִרְאָ֥ה אֵלֶ֖יךָ יְהֹוָֽה׃
On the other hand, (e.g.) “facts which are undoubtedly imminent, and, therefore, in the imagination of the speaker, already accomplished” are perfect:
וַיֹּֽאמְרוּ֙ בְּנֵ֣י יִשְׂרָאֵ֔ל אֶל־מֹשֶׁ֖ה לֵאמֹ֑ר הֵ֥ן גָּוַ֛עְנוּ אָבַ֖דְנוּ כֻּלָּ֥נוּ אָבָֽדְנוּ׃
So you can do a lot without resorting to a compound auxiliary construction.
However, @Alessan I did find the following use of “go” as an auxiliary, in this case to indicate a continuous or gradual action:
וַיִּגְדַּ֖ל הָאִ֑ישׁ וַיֵּ֤לֶךְ הָלוֹךְ֙ וְגָדֵ֔ל עַ֥ד כִּֽי־גָדַ֖ל מְאֹֽד׃
Not to derail the thread, but just noting that when I read the title, I thought it was about using code written in the Go computer language by programs written other languages, via a foreign function interface, sometime in the future.