Apparently Zoram knew from the general direction Nephi took him where the likely part of the wilderness would be into which Nephi and his brothers would flee. Even if Nephi did not think that Zoram would guess correctly, this appears to have been the most prudent action.
How could Zoram have known where to find Lehi? It appears that Lehi followed fairly well known and traveled trade routes for at least the early part of his journey. Having left a particular gate of Jerusalem, the direction to the trade route may have been obvious.