I started an quest with darkbrotherhood, but on the mini line it doesnt show me where i must go ? i dont have the direction aim, what must i do!!

I dont know where to go

Do J for journal, click on the quest, hit M for map and it will show you the location where you need to go.

When you click on the journal entry for the DB, be sure no other quests are also clicked on. That way the direction arrow in your compass will only be for the DB quest.