Firstly, Please follow the instructions in Graphene README file to build Graphene-SGX and then change directory to Graphene project.
make -C LibOS/libs/symtab SGX=1
make -C LibOS/libs/golang SGX=1
cd LibOS/shim/test/go/
./setup_gobyexample
cd gobyexample.test/
export GOROOT=</path/to/go>
make SGX=1
make SGX_RUN=1
SGX=1 ./pal_loader arrays
Enjoy.