The four pointed white arrow in a yellow circle will appear at the beginning of the exercise on one of the squares shown on the screen.
At the bottom you will see arrows, pointing in all different directions. You will have to follow the direction in which the arrows point you to on the matrix, and finally click on the square which the arrows lead you to.
With the more correct answers you give, the more levels you will complete, and with each new level comes more arrows/directions given.
Sometimes the arrows displayed will even have three steps to it. For example, you might have to go up, right, and down once more before you move on to the next arrow or instruction.
It helps to use your finger to trace your steps on the screen, to reach the circles final destination.