Sauron goes where???

[Elrian]

I don't quite understand. Did Sauron actually have the nerve to seek Valinor and the Valar, knowing that the evil he did in M.E. was well beyond forgiveness? Where DID Sauron go? Perhaps into the Void? Can someone please explain to me in full the significance of the hand being blown away?

That was Saruman, after being killed by Wormtongue, who's spirit looked towards the West and was blown away.

No, he can't come back. He was not totally destroyed with the Ring, but he was so weakened that he became nothing more than a "shadow of malice" forever unable to ever again take shape.

This is what happened to Sauron after the Ring was destroyed.