Andy left a series of clues for Red to discover. But why couldn't he just tell him all that directly?
Andy doesn't explicitly tell Red about his plans because Red is his best friend and everybody knows this. The first person the warden wants interrogated after Andy's escape is his "thick as thieves" friend, Red. Andy did not want Red to voluntarily or involuntarily give away information or to even have a chance to compromise his escape. Hence the use of the cryptic clues. So the answer to your question is, security.
In many ways, Andy doesn't specifically tell Red that those were clues to finding him or reaching him. Red is narrating the story and he wouldn't necessarily have put two and two together to understand where Andy was escaping to. What is more likely is that Red recalls the conversation about Zihuatanejo only when he receives the postcard from Fort Hancock, Texas.
He says if he's ever freed or escapes, he'd like to go to Zihuatanejo, a beach town on the Pacific coast of Mexico. He also tells Red how he got engaged. He and his future wife went up to a farm in Buxton, Maine, to a large oak tree at the end of a stone wall. The two made love under the tree, after which he proposed to her. He tells Red that, if he should ever be paroled, he should look for that field, and that oak tree. There, under a large black volcanic rock that would look out of place, Andy has buried a box that he wants Red to have. Andy refuses to reveal what might be in that box. The Shawshank Redemption - IMDb synopsis
So we know that Andy did tell Red where he was going, even though it was in the passing. Though Red might not have known it at that time. He never even told Red he was escaping. All he ever said to Red was - "find that Box".
I believe that this was a test of friendship for Red. If he would indeed find the box, he could join Andy. If not, Red probably would have no clue where Andy might have gone. So if Red went searching for the box, then he was a true friend. Because he had carried out his word given to Andy. And Andy in turn helped his friend reach him by providing money and instructions to reach Mexico.
Andy trusted Red so he could have told him the entire plan. But he wanted Red to be safe. If the warden thought Red knew where Andy went, he would have subjected Red to very harsh punishment in an effort to get it out of him. Of course, Red would not have spilled the beans but Andy didn't want Red to be tortured.
Andy couldn't write in the letter the name of the town he was going off to because that would give his whereabouts away to anyone who just might happen to run across the letter. Say some kids found it and showed it to their folks. And then they went ahead and gave it to the local authorities. After a little investigating, they just might discover the author of the letter. Then, they might decide to track our hero, the escaped wife murdering convict, down below the border.
Andy, being the smarty he is, and after working so hard on his escape, can not run that risk a smidge. Red knows that too. That's why he got no hard feelings for his ol' buddy for not writing the name of the town down for him to read it.
I believe Red did hear all this information directly, but he wasn't ready to accept it and had to be reminded. Red did know the escape plan, he knew Andy had access to the Warden's dirty money, and he also knew where Andy was headed after his escape. However, I don't believe for one second Red thought Andy could pull any of it off.
Look at the letter found under the tree, there really wasn't any new information found in the letter Red finds under the rock, Andy had already told him this already when he talked of Zihuatanejo, and dreams about moving there, opening a hotel, fixing up an old boat, and wanting his friend to join him. He told him all this in the prison park right after he got out of his two-month stint in the hole.
Red dismisses the plan as "sh**ty pipe dreams" (we'll come back to the "pipe" in a bit) and didn't take a second thought that Andy was actually going to escape and this was where he was headed. When he sees Red's disbelief and knowing he couldn't get this information to Red after he escapes, he comes up with the plan to leave Red this same information in a different context under the Oak tree. Once Red finds this information again under the tree, he knows full well Andy was serious about everything and is in fact in Mexico.
Back to the pipe reference from Red, I'm certain he was not speaking metaphorically there and indeed was referencing the actual pipe Andy would use to escape. I don't believe there are enough clues in the movie to know whether Red knew of the hole in his wall, and his use for the rock hammer, but I would think if he told Red of the pipe, he'd also know how he intended to get to the pipe.