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.
Let your advisor advise you, i.e. ask.
At which occasions does he/she expect you close by? It is far better to discuss this once before the conference than you having to bother him/her five times a day.
you are both there to network -- that means he want to talk people other than you, and he expects you to talk to people other than him.
You will most likely also hang out with other phd students and post-docs. Here you can do a lot of networking and have some fun after the lectures during the day. Sightseeing together or enjoying local activities, such as karaoke, is huge fun.