I don't want to go out with a friend
Why don't you want to go out with your friend?
I don't want to see my friend drunk
It's understandable that you don't want to go out with a friend that over drinks. You don't have to go out with someone that makes you uncomfortable.
I know, but they want me to go out.
Don't let someone else pressure you into going out and being around drinking people when you aren't comfortable with it. Though if you are going out, make sure there is a designated driver.