Stars don't actually "go" anywhere during the day. They are always there, shining brightly. The reason we can't see them during the day is because of the sun's light.
The sun is much closer to us than any other star, and it's so incredibly bright that its light overwhelms the light from the stars. It's like trying to see a firefly in the middle of a sunny day. The firefly is still there, but its light is too faint to be seen against the bright sun.
So, the next time you see the sky bright blue during the day, remember that all those stars are still up there, patiently waiting for the sun to set so they can shine again!