It is very common when you are in a foreign country to lose direction. So for you to be easier to understand the locals that can help here are some of the phrases that you should know :
Mi sono perso/a, Lei può aiutarmi?--> I am lost , can you help me ?
Cerco … → I am looking for
Quant’e lontano a.. ? → How far is it to …
A dastra→ to the right / a sinistra→ to the left
Davanti→ in front / dietro→ behind
Vicino→ near to
Lontano→ far
Da questo lato → on this side
Dall’ altro lato → on the other side
A [due minuti] di distanza → it’s [two minutes] away