what is mean "how far we gonna take this"?

It sounds like 'are we going to go all the way to sex or just stay friends'?

okay what is mean in fact in this context.
[Joel, along with the others, opens the entrance of the Capital building. Only to see bloody corpses on the floor.]

Tess: No. [Runs to corpse.] No, no, no. [Searches.]

Ellie: What happens now?

Joel: [Walks toward Tess.] What are you doing, Tess?

Tess: [Anxious. Still searching.] Oh god. Maybe they, ah, maybe they had a map or something to tell us where they were going.

Joel: How far are we going to take this?

Tess: As far as it needs to go! [Stops searching. Looks at Ellie.] Where was this lab of there's?

Ellie: She never said. She only mentioned it was someplace out west.

Joel: [Calmly.] What are we doing here? This is not us.

Tess: What do you know about us? About me?

Joel: I know that you are smarter than this.

Lol how did you come up with this?

It means to what extent or to what lengths are they going to pursue the quest to find the lab.