All aerodromes with instrument procedures publish a Missed Approach Chart. This chart shows the track you must fly, the altitude you must climb to, and any turns or waypoints you must use. You must know this procedure before you begin the approach. Write it down during your approach briefing. The format typically looks like this:
"Climb to [altitude] via [track/procedure] to [waypoint]" or "Climb straight ahead to [altitude], then turn [direction] to [waypoint]."
If you are operating under ATC control with radar, the controller may give you an amended missed approach instruction. This becomes your instruction and supersedes the published procedure. Always readback a missed approach clearance because it directly affects your flight path.