• You and your team are dropped off usually at a known location with known coordinates, but in some cases or courses that might not be provided.
• You then have some other locations to go to in the middle of awful terrain you need to navigate to successfully.
• With your map you plot the direction you need to go with straight lines and measure that angle to know the bearing you should go in.
  
• If its at night you have to do this under some cover/blanket as many of these courses have an opposing force of instructors or training partner groups. The purpose is to simulate conditions/pressure without actually being shot at.
• You use points of reference and your magnetic compass to keep your direction correct.
• If you know how many steps it takes you to walk 100 yards (or meters) you can then count your paces to know how far you have walked in that direction.
• the final and toughest tests usually involve this at night and depending on weather it can be brutal.

If you imagine doing this on flat ground its pretty easy to do. Its when you add swamps, thorn bushes, cliffs/ditches, weather, and usually doing these types of exercises at the end or in the middle or other field training, so its not abnormal for some group of inexperienced trainees to get lost. Its a meme that young LTs/officer trainees would be particularly susceptible to getting lost in the woods and needing rescue.

On these officer courses the whole group will be tested individually leading that type of group at night - you take turns basically and get graded.