You know the way to the place where I am going.”
They knew the way because it had already been given them (Romans 10:6-8). Jesus had just spent the last three years teaching them the way. If they follow His teaching, they will find the way to heaven.
Romans 10:6-8 But the righteousness that is by faith says: “Do not say in your heart, ‘Who will ascend into heaven?’” (that is, to bring Christ down)
“or ‘Who will descend into the deep?’” (that is, to bring Christ up from the dead). But what does it say? “The word is near you; it is in your mouth and in your heart,” that is, the word of faith we are proclaiming:
Note that Christ is willing to make the best of His people’s knowledge, though they are weak and defective in it.