The Elves do not go to Valinor after departing from Middle-Earth. That right has been taken away from them since the days of Feanor as spoken in the Doom of Mandos.
Tol Eressea is now the new home of the Noldor and Sindar should they choose to follow the call of the Valars and head West. Of all the lands, it lays nearest to Valinor and from the Tower of Avallone, the elves can still see the the Undying Land which they are forbiddened to enter.
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