It depends.

Some mazes have a set path through although they appear random. Experimentation can yield results here and very experienced players may already know the route.

Some mazes are random, but the right direction to go can be discerned by looking in each direction. (e.g. 'look north')

Some mazes are totally random, but an experienced player will know what to look for so s/he can tell when they're in the room right next to the exit.