He knew he had to sail west, around Africa, and cross the Atlantic to America. It's pretty obvious for other reasons, as well, which I've discussed before.
Of course, such a crossing destroys the non-New York Cumorah theories (Mesoamerica, Panama, Chile, Baja, etc.), so proponents of those theories take the position that Nephi didn't know about Isaiah 18:1 or didn't refer to it as part of the process of sailing to the new world.
I've also shown it was Benjamin Winchester who first came up with the idea that "the land shadowing with wings" refers to North and South America. He shared his interpretation with Hyrum Smith and published it in his Gospel Reflector. He followed up with additional analysis in his History of the Priesthood. Eventually it became mainstream.
Henry Caswall visited Nauvoo in 1842 and wrote a book about the experience titled The City of the Mormon, or Three days at Nauvoo. In his book, on page 25, he describes an encounter with a Church leader, presumably John Taylor. He records this conversation:
"...my host asked me to give my opinion of Nauvoo. I told him that it was certainly a remarkable place, and in a beautiful situation ; but that I considered it the offspring of a most astonishing and unaccountable delusion. He said that he admired my candour [sic], and was not surprised at my
unbelief, seeing that I was a stranger to the people and to the evidences of their faith. He then proceeded to inform me respecting these evidences. He assured me, in the first place, that America had been mentioned by the prophet Isaiah. I begged for the chapter and verse. He pointed to the sentence, — "Woe to the land shadowing with wings." Now to what land could this refer, but to North and South America, which stretched across the world with two great wings, like those of an eagle?
"Stop," I said; "does not the prophet describe the situation of the land? Observe that he says, ' it is beyond the rivers of Ethiopia.' "
"Well," said my host, " that may be true ; but is not America beyond Ethiopia?"
"Have you a map ?" I said.
"Yes," he replied, " here is my little girl's school atlas."
"Now tell me," I said, " where Isaiah wrote his book."
"In Palestine," he answered.
"Very well," I replied; " now tell me in what direction from Palestine is Ethiopia ?"
"South, by the map," was the reply.
"In what direction from Palestine is America ?"
"West," he answered.
"Now do you think that Isaiah, as a man of common sense, to say nothing of his prophetical character, would have described a country in the west, as lying beyond another which is due south ?"
He was silent for a moment, and then confessed that he had never thought of studying the Bible by the map; " but probably this map was wrong."
Because he was a strong opponent of Mormonism, Caswall may have exaggerated about many of his observations, including this one. But I suspect he reported the conversation fairly accurately in terms of the content because this interpretation of Isaiah 18:1 became so commonplace once Winchester started it.
Today, we have a better sense of what Isaiah was referring to: i.e., the promised land of North America. (You have to read all of Isaiah 18 to see why.)
Anciently, Ethiopia was considered the land south of Egypt. From the perspective of a Jew living in Israel, Caswall's criticism would make sense; i.e., America is not beyond Ethiopia, which would be south, but it is west, beyond the Mediterranean ocean.
However, from the perspective of Nephi, who was staying along the southern coast of the Arabian peninsula with the family of his father Lehi, Isaiah's directions made sense. Nephi knew from Isaiah 18:1 that he'd have to sail around Africa before reaching the promised land.
There's nothing wrong with the map. But there is something wrong with the traditional interpretation that Benjamin Winchester left us.
We ought to embrace Isaiah 18:1 and how it helps us understand how Nephi would have known which way to sail.
Our LDS scholars and educators who promote the two-Cumorahs/Mesoamerican theory will never accept the idea of Lehi crossing the Atlantic, but the rest of us should.