The immediate (near) future and the future tense both convey actions that will happen IN THE FUTURE. However, they have a slight difference in meaning, which can make all the difference when explaining an action. To put it simply, the immediate (near) future tense is used for something that is 'GOING TO HAPPEN', whereas the future tense is something that 'WILL HAPPEN'.
If you want to say 'I am going to watch a film tonight', you use the immediate (near) future tense in French 'je vais regarder un film ce soir'. This is conjugated with the present tense of 'aller' (to go), in this case 'je vais', plus the infinitive used to describe the action, in this case 'regarder' (to watch). Remember: this is for the NEAR future, so it is GOING to happen. Of course, we also say 'I will' when talking about the future, and this is when we use the french future tense. For example, if you want to say 'I will watch a film', you use the future tense 'je regarderai un film'. The future tense is formed by the entire verb as the stem, 'regarder' plus the following verb endings: '-ai, -as, -a, -ons, -ez, -ont' for regular -er and -ir ending verbs, and for -re verbs the 'e' is removed. Therefore, if you wish to say 'I will...', this structure is used.