Jesus made various promises to the disciples that can be the basis of not fearing when the disciples are physically separated from Jesus. Jesus also said that the disciples can know the way. But Thomas asked an important question. The disciples don't know Jesus's final destination; how can they know the way?
Jesus responded with one of the most fundamental parts of the Bible -- Jesus himself is "the way, the truth, and the life" (14:6). Jesus provided truth and life, and Jesus is how we can access the Father in the first place. In fact, Jesus proclaimed that "no one comes to the Father except through [Jesus]" (14:6). In other words, Jesus is the ONLY way we can come to God the Father (sorry, good works, Arceus, other religions, etc.).
For those wondering why good works can't bring access to the Father, I have a few notes. It's worth noting that the Father's place is specifically designed to have absolutely no evil (AKA perfection is needed). In a standard test, if we get even one problem wrong, we can not get 100%. Unfortunately, the reality is that we have done not-so-good actions towards other people. As actions come from the core of the heart, this means that the heart is not 100% good. But notice that I haven't talked about extra credit (AKA how in some tests we can get 100% in spite of getting a problem wrong). Jesus Christ is the "extra credit", but he earned it rather than us and yet gave the credit to us. In particular, he lived a perfect life yet died on a cross, he rose from the dead to demonstrate His power over death, and gave His perfect spirit to everyone who believes in Jesus as Lord and Savior (which YOU can do -- for more information, refer to John 3:16 and 5:24).