Maps are extremely helpful when finding out where to go and the distance that you need to. It is always important to know where you are so you can plan out your next move and always know where the safe houses are located. It can also guide you if you are lost or don't know what to do next.
To open the map, you can click the map button on the bottom left where it shows your current location. Every episode obviously has a different map and can vary in sizes.