A standard go run main.go / go build in each of the glfw demo folders should work out of the box for most platforms.
For macOS / iOS the MoltenVK.framework needs to be installed in the /Library/Frameworks folder for the build to find it. It can be downloaded as part of he Vulkan SDK: https://vulkan.lunarg.com/sdk/home
For OS X / macOS you'll need to install the latest GLFW 3.3 from master https://github.com/glfw/glfw and prepare MoltenVK https://moltengl.com/moltenvk/ SDK beforehand so CMake could find it.
There is a Makefile https://github.com/vulkan-go/demos/blob/master/vulkancube/vulkancube_desktop/Makefile to show how to properly invoke go install specifying the path to GLFW.
For Windows you don't need to compile MoltenVK and can use GLFW 3.2.1 distro from the site http://www.glfw.org then just specify paths in Makefile or run commands by hand, specifying paths to GLFW distro folders.
Make sure your graphics card and driver are supported:
In all cases you will run XXX_desktop demos.
Refer to xlab/android-go/examples/minimal