Entering UTM coordinates on this dialog is a little tricky:
From the help on Using the Go to X, Y dialog box:
Click the Units button to choose the units in which to enter coordinates.
- When using MGRS, USNG, or UTM locations, make sure there are no spaces in the coordinate string.
Valid UTM coordinate notation input: 17N6734294749123 (1-meter square, 13-digit coordinate)
So the zone 13N would go first, followed by the first 6 digits of the easting (X-coordinate) followed by the first 7 digits of the northing (Y-coordinate), with no spaces in between.
I will say the help is woefully inadequate regarding how the easting/northing must be entered.