on my way點解？

On my way = 正在進行中. 或 立即進行.
例:
Captain: Private Davis, come to my office at once!
隊長對士兵說: 馬上到我的工作間來!

Davis: I am on my way, Sir.
是, 長官, 我馬上就到.

士兵就會話　on my way,sir

「上司, 我正在緊守我的岡位」

on my way= i am going to finish my mission

佢地既解釋都唔係形容呢個circumstance,
on my way, sir = 我黎緊, sir

on my way, Sir = Yes Sir, I will accomplished that by my best.

I think is 站在我方這邊~