Quests

I'm having a horrible time completing quests.  The first few times I received a quest it was obvious where I was to go.  But I received a quest for the dragon's eyes, and I have no idea where I'm supposed to go.  I see the icon for "quests", but it doesn't do anything when I click on it.  Is it supposed to be this way??  I want to finish sme of these higher-tier quests.  Thanks!