If you want to go abroad for a short period or a longer one, you will usually not be able to keep your unemployment benefit. There is one exception, which is if you are going to another EU country to look for work. A number of rules will apply, however. For example, you must have been available for work in the Netherlands and actively looking for work and applying for jobs for at least 4 weeks. If you have not found work in the Netherlands, before you leave you can request a special form from the UWV: a PD U2 form. You must register with the benefits agency in the country you are going to within 7 days of leaving the Netherlands. The idea is that you keep actively looking for work in that country too. You must follow the rules of the country you have gone to.
It is worth working alongside your unemployment benefit. So it is good if you find work abroad, even for just a few hours a week or for a low salary. You are allowed to keep 30% of your extra income yourself, which is added on to your benefit. So you will gain financially. If you start working alongside receiving benefit from the Netherlands, you must notify the UWV of your income every month
If you are not planning to look for work, but are going abroad for a holiday or to visit family, then different rules apply. In that case, you can request leave from the UWV. Take note that you are only entitled to a limited number of days of leave a year and that you must inform the UWV of your holiday plans before you go.