"We will go" Vs "We went to"

As @ColinFine pointed out, since 2016 is in the past (we are currently in 2020), you should use the past tense. Therefore, in the context of your exam, I believe that answer (2) would be correct.

HOWEVER, all of these sentences are completely correct but they are used at different times.

1-We will go to Egypt in 2016 If this sentence was spoken in the past, before 2016, it makes sense that the speaker was looking forward to 2016, which would be the future

2-We went to Egypt in 2016 This makes sense. It is now 2020, and we went to Egypt in 2016.

3-We are going to Egypt in 2016 This is the same as answer (1), just written differently. It is just as correct as (1), and it refers to the future.

4-We go to Egypt in 2016 This is a weird one... I hear some native english speakers saying this, however I think it is improper english -- it should be We (will) go to Egypt... but the (will) is implied so it's not mentioned in the sentence. I would just avoid using this sentence structure.