Opening the map will show your location in the city and will show you available missions, Encounters and intel items.
Move the pointer over missions and objects to select them as an active quest.
When a mission is selected the map will show you a route to get there. This route will also appear in the hud while moving around the city. Bear in mind though that this route will follow the man Street routes while there maybe quicker shortcuts available using back alleys and passages. Or even going over or through buildings.
There are Main Missions and Side Missions to complete to progress through the story line and complete the upgrading of your Base of Operations. As well as other Encounters to earn you XP and find resources and gear.
Check out 'Main Missions', 'Side Missions' and 'Encounters' for more info.