Quest Finder is off by default and can be enabled through the Options Panel (press Esc to access your Game Options).
When you press the Quest Finder Button in your Journal (it's on the last page of your quests) The Quest Helper arrow will now point to the nearest available quest. It will start with the current zone you are in, then expand to the current world you are in. If it doesn't find any quests in that world, you will need to move to another world and press Quest Finder again.
When you use Quest Finder, a window will appear telling you where to go and who to talk to, and the Quest Helper arrow will now point to that location.