In cases like 何でも and 何も, are they considered words on their own, or are they considered words + じょし? I've been told that it's one word, but sometimes the particle is separated like in: どこへもいきません。If it is a word plus a particle, why are the particles でも, か, and も used, what do they mean, and how do they change the interrogative? Also, how would I say "I want to go everywhere" in Japanese? I was told that どこも行きたい is incorrect, but I don't know how else to phrase it. Doesn't どこも mean "nowhere" when the verb is negative, and "everywhere" when the verb is positive?
Generally, monolingual dictionaries consider 何でも, 誰でも, いつでも, どこでも and such as two words, i.e., an interrogative 何/etc followed by the particle でも. (They have an entry for 何でも anyway because 何でも has a significant meaning as a set phrase.) 誰にも, どこからでも and so on are three words (だれ + に + も = "to anyone", どこ + から + でも = "from anywhere").
Dictionaries for Japanese learners may list them as one word for the sake of convenience. There is more than one way to separate words, after all.
"I want to go everywhere" is どこへでも行きたい or どこにでも行きたい. You need a destination marker へ or に. You have to use でも instead of も if your sentence is non-negative. For details, see: 「どこでもある」と「どこにもある」の使い分け