The world map shows all of France and part of England. The dots along the roads represent cities. Move your mouse over a dot to see the cities name.
The blue arrow shows d'Artagnan's current location.
The yellow markers represent d'Artagnan's objectives. Move your mouse over a marker to see its name. The name will usually describe what you need to do next (e.g. "Speak to the Duke of Buckingham").
There is always one "active marker". The active marker is the one that is bobbing up and down. The in-game footprint guide will lead you to that marker. To change active markers, just click on a different marker.
The city map shows a detailed view of the city that you are currently in. Move your mouse over a building to see the name of it (the building name will be displayed in the top left corner, right below the city name).