Check at the bottom of your control description for the safety bearing.   The direction will always be one of the four cardinal points.  The place you will get to will be a linear feature such as a road, trail, river, power line etc.  We will suppose it says "west to the road".

Rotate the compass housing (dial) until the "W" is at the direction of travel arrow on the base plate.

Holding the compass

move your feet in order to turn your whole body round slowly until the orienting arrow in the housing is directly under the red end of the magnetic needle.

You are now facing west. Walk in that general direction, keeping the "red in the bed". You may walk round swamps etc.

When you come to the "road", go to the finish or wait for help.