When anyone destroyed a Horcrux in the Harry Potter movies, how did they know where the next Horcrux is?
Was there a map or something?
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They didn't search for it. Harry found it and destroyed before even knowing Horcruxes existed.
The Ring
Dumbledore investigated Riddle's life and important places in order to find it.
The Locket
Dumbledore investigated Riddle's life and important places in order to find it. He found it's hiding location but it had already been replaced with a copy. The trio found the locket in Grimmauld Place previously without knowing what it was. They investigate from there to find it's current location.
The Cup
Dumbledore theorized that this object was a horcrux. They find it because the Lestranges panicked when they saw the sword that was supposed to be in Gringots. This gives away the horcrux location.
The Tiara
Dumbledore theorized that this object was an horcrux. They find it by interrogating the ghost.
The Snake
Dumbledore implies that the snake is important in a discussion with Snape. He didn't tell Snape that the snake was an horcrux (or what an horcrux was), but states it in a way that Harry would understand. I don't remember how Dumbledore found or (more probably) guessed this.
The last one
Dumbledore guessed that Harry was an unwanted Horcrux. He told Snape who then 'told' Harry.
In summary: Dumbledore did all the heavy work. Harry and friends were mostly lucky.