Where did the Holocaust survivors want to go?

If the Jews were not caught they went into hiding like Anne Frank did. I know that Anne Frank stayed in a secret annex with another family while in hiding. If the Jews were caught they had to go to concentration camps. I have heard that once the Nazis told the Jews that they could take a bath in a giant shower room that they had built for the Nazis. Of course the Jews were excited because they had not been allowed baths before. Only some of the Jews went and when the showers were turned on instead of water flowing out a noxious gas came out and killed the Jews inside the shower. The family members of the Jews who died in the showers had to dig a grave for the family members that died.