Does hand sanitizer actually work? where do all the germs go after using it, and will it actually protect me against covid-19?

It actually works: As does washing your hands with soap and water. All the germs die after using it, so they become harmless. Sanitizer and washing your hands will help protect you, but you can still catch COVID-19 through your mouth and nose and inhaled into the lungs. Social distance and quarantine as needed.

If 70% alcohol yes: It kill the viruses. Killed virus thrown out when you wash your hands and until you wash your hand the that virus stays on the skin but harmless.