How do you get your quests to track themselves on world of warcraft on your map

If you hit "L" you will enter the Quest Log. Shift-clicking on a quest will add it to your Quest Tracker, displayed on your screen.

If you open your map by hitting "M", you will find that on each zone map, quest locations are marked with a "?" (for quests you hand in) a number (corresponding to the number it has in your tracker) or a colored area (where you need to gather items or kill mobs).