cd is not a program. It’s a statement in your shell. You could do something like exec.Command("bash", "-c", "cd ../mydir"), but that would be useless because cd changes the working directory of the current process (i.e. bash, in this case), so your own program would still be in its own current working directory.
If you want to change the directory that your program is working from, use os.Chdir.
Oh man. Thanks, I appreciate this. I thought (and hoped) it was something like this, but I was amazed because I used cd in the corresponding system commands in several other languages and it always worked.