In the sentence below:

Danach bin ich ganz allein gewesen und [ich] habe gehen müssen, als es zu schlimm geworden ist".

1.When do we have to use "habe"+ infinitive?

I don't know when to use "habe"+infinitive to make Perfekt and when to use its original Perfekt in this case "bin gegangen".

[ich] habe gehen müssen, ich bin gegangen mussen

And also i don't understand why do we use "müssen" ( i don't get the infinitive + infinitive)

I would be grateful if you could also give the equivelents of these tenses in English