As there are many ways to combine blocks in Besiege, so too are there many ways to make sure you can point your vehicle in the right direction.
Simple/Articulated Steering[]
Rotate the wheels or axle to steer the vehicle, like a car. Attach the front wheels to Steering Hinges. Optionally turn on the Return-to-Center option if you want to be able to drive in a straight line.
While the tutorials have individual hinges for each wheel, you can get significantly better and less slidey results by rotating the whole axle. This may not be an option if you have a suspension setup.
You can use other Return-to-Center methods like pistons and toring, but RTC hinges make them largely unnecessary.
Tank/Skid Steering[]
Change the speed of the wheels to steer, like a tank. Add additional key mappings for left/right to 'Forwards'/'Reverse' on the wheels. (See the image.)
As 'Forwards' keys have priority over 'Backwards' keys, flipping the wheels and using the reverse keys to drive forward makes steering much easier.
You can also accomplish this by stacking two wheels; using the inner set for forwards/backwards and the outer set for steering, but this delivers inferior performance in most cases now that you can set multiple keys to something at once.
You can also accomplish a similar effect using separate forwards and reverse keys for each side, such as QA on the right and ED on the left. Pressing Q and E simultaneously moves forward, while Q and D steers right, etc. This offers the advantage of an identical interface for steering while advancing or reversing, unlike the primary method. This control scheme can also be used with fan-based propulsion systems.
While this does allow changing direction without needing to move, skid steering puts additional strain on the vehicle which may cause problems if it's particularly big or heavy.
Torque Steering[]
Use a reaction wheel to control steering by exerting torque on the vehicle. Braces are recommended as they have enormous angular drag without enormous weight, but you can also use weight or long arms to achieve the same effect.
Reaction Wheels, due to the wonders of physics, will always rotate the vehicle around the center of mass regardless of where the wheel is actually attached.
While it can be used on small vehicles (like in the image), they are better used on low-friction 'hovercraft', aircraft, and spacecraft which don't have ground resistance to worry about.
Thrust Steering[]
In the same vein as torque steering, you can use thruster blocks like Flying Blocks and Water Cannons to steer the vehicle. They apply to most of the same use cases and have the same constraints.
Unlike reaction wheels, though, thrusters will have different effects and performance depending on where they are placed.
Aerodynamic Steering[]
In the same vein as thrust steering, you can use control surfaces to steer your vehicle like an airplane. Your vehicle needs to be able to move as fast as an airplane in order to make any use of it, but if it does it is an effective way to improve high-speed manuverability.
For relevant details, check the Aerodynamics guide. It is not a basic topic, but is included for completeness.