You can control the direction you move with either the key pad (numbers 1 through 9, except five), or using the mouse. To use the mouse move the pointer onto the square you want to move to (the arrow should change to the correct direction) and click.
You are allowed to move to any land, mine, or beach square. This means you can cross small amounts of water between beaches, but not the sea. This may seem confusing at first, but you should get used to it.
