make one's way
Go in a particular direction or to a particular destination, as in I'm making my way to the china department, or How are we going to make our way through this underbrush? This usage was first recorded about 1400.
Also, make one's own way. Advance in life by one's own efforts, His family hasn't much money so he'll just have to make his own way in the world. [c. 1600]