I am attending a conference with my PhD supervisor! So, I was a little bit nervous how to treat for example in welcome cocktail, during the conference time and at the gala dinner! Do I need to accompany him most of times? Or only need to be around? It is such a long time doing research with him, but never able to communicate easily! This is hopefully a chance for me to improve my relationship.
There's no ethical dilemma here. You might tag along with him at first to let him introduce you to some people in the field he knows, but after awhile of that, you should feel free to introduce yourself to people who look to be more your age or status (younger looking people are more likely to be students like yourself). Also, at the dinner, you should feel free to introduce yourself to people whose talks you attended and the people at your table.
The above assumes you are comfortable in such social situations. Not everything at a conference is business. Network and enjoy the social aspects of the events if you can.