I want to go outside.
Do we say
(a) Ich will nach draußen gehen.
(b) Ich will zu draußen gehen.
All those preposition based locational adverbs work that way... drin, links, rechts, oben, unten etc.
Or a shorter version is:
If you're talking about going for a walk or get some fresh air, then this would be the more idiomatic choice. The first one is more suitable if you're talking about the outside of a particular venue.