Generally the target is found first by a much fancier system and then the missile goes where its told
Missiles can be sent to a specific location via GPS guidance, or they’ll use inertial navigation to know how far and what direction they need to go from their launch points
Others will track a specific thing like a radar return, or laser beam, or heat source, but generally some person first found the target and then selected it as “this is where you should go little zoomer” and the missile uses its onboard sensors to pick up the same target, confirms that it got the right one with the launcher, then goes for it
Very very rarely do missiles get sent in and try to pick up the target on the way. Missiles don’t have much computing power in them so they are far easier to trick into going to a wrong target than the full electronics suite of a reusable plane or drone.
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