Hit "M" to bring up the in game map. You probably don't have the maps for most zones, but that doesn't matter. On the map is a button "Zone Guide". That opens up a travel helper where you can set start zone and end zone - then click "activate path". This will often give you a visible path to follow as well as a window showing you the zone connections between point A and B. If it doesn't give the sparkly path, it will show you on the map where to go next with a red X.
There are more ways than one to get from A to B, including player port spells, guild hall ports, and NPC interactions. You'll just have to learn the best ways by trial and error or asking in game chat channels.
Someone else maybe can help with where to download and how to install maps this year.