Circle Go is truly an extension of the experience that you have setup in your home. All of the settings you've created for family members using the Circle Home app apply to their devices, and with Circle Go, those settings continue to be in effect once they leave the home Wi-Fi.
When you install Circle Go on a mobile device in your home, the BedTime, Filter Levels, and Time Limits all work just the same whether the Circle Go device is using your home Wi-Fi, another Wi-Fi, or cellular data.
You do not need to setup any settings a second time after you install Circle Go. Set it up once, and you're done. For more info about Circle Go check out this link.