Click within one of the grey boxes with the Indiamen selected and a new context box will open with a map of the world. From here you can select their destination, one of three continents or one of four trade zones (circles on east flank of s america, west and east flank of africa and in the east indies.)

Click on one of the trade zones and your fleet will begin to move there. When they reach the grey box they'll "dissapear" but don't worry, you'll get a message in a turn or two saying they've arrived at their destination. From there you'll be able to see the anchor icons in the zone.

You can check out all the zones at any time by clicking on the world map icon beside the radar.