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.