There was the Star Trek TNG episode with the traveller where they went to some unspecified distant location. And there was also the Voyager episode with species #8472 invading our universe from fluidic space. There was also a TNG episode where creatures that made strange clicking noises from another dimension were kidnapping Enterprise crew members as they slept and performing medical experiments on them -- the episode concluded when the dimensional portal was closed, but not before the creatures delivered a self-propelled probe that left the ship and vanished into the depths of space.

But not once did Enterprise ever visit the Andromeda galaxy.