Your 'Direct to' button is between Mode and Menu at the top of your GPS popup. First click will,by using the arrows in the diamond next to Menu,allow you to select a destination and enter it using Enter on that line.
Second click will give you a selection of airfields within 200 miles range.
Unless you intend flying RTW without sleep or leaving your program on pause I believe you cannot save your flightpath. I'd love to see a printout!

It may make things a lot easier if you get a World Atlas and do some flight planning. It will make the trip much more pleasurable if somewhat less exciting

White on White fly all night.
Red on White you're alright.
Red on Red you'll soon be dead.