They'll be responding to things like temperature, ph level, etc. since they don't have a map to follow, and over many many generations the ones that follow the environmental clues that lead them to the best places for them to go will be the ones that reproduce the most, hence "learning" (sort of) where to go through evolution.

Therefore when they find themselves in a new animal, like a human, they're not in a "shit I'm lost!" situation, they'll just act based on the same stimuli as normal, wherever that takes them.

It probably doesn't know, and just got stuck in the brain by chance. It's not even clear that the brain is actually the optimal location for it to survive and/or reproduce, since the sample size is so small.