On this page of the Baldur's Gate 3 guide, you will find tips on how to find quest locations, i.e. places associated with the quests. There are two main ways to determine your next destination.
All the quests you unlock are available in the hero's journal. When it comes to finding quests-related locations, they can be divided into two main groups.
The first group of journal entries contains only text. They won't direct you to a place or places where you can advance in a quest, but that doesn't mean these types of entries are useless. You should always read them, as their content may include textual hints of who to visit or what you have to find.
The second group of journal entries is those that are additionally marked with a small white compass icon. These are tasks where you know the location you have to visit. In this case, in addition to reading the text, you can click on the Show on Map button after selecting the entry. This will allow you to find the place associated with a given quest or one of its objectives (some large quests have a few of them).
This mechanic works both ways. You can click on icons symbolizing places associated with quests while checking the map of the area - in the example above, this is the location where Kagha and Nettie (two important NPCs) are staying.
After selecting the icon from the map, you can click on the Show in Journal button to display a quest related to a given location on the map. This is a great way to determine what potential objecitves await you in a given location. This makes it easier to find important locations.