I believe we do have the same expressions...
Some corrections, in order to make them more understandable:

Don't tell (me) what I've got to do, and I won't tell (you) where you have to go. (for example, go to hell, piss off, etc.)

What (should you) do, if you see a small green little man before you? - Cross the road!!
Что делать, если видишь перед собой маленького, зелененького человечка? - Переходить дорогу!!