Yeah the game doesn't really tell you what to do. The puppies just follow mama dog in a straight path as I didn't know how to use the navmesh until the last day where I added the guards :P.
Also, you don't need to deliver the dogs to the exit, as I couldn't get the trigger area to detect the dog, so you can just speedrun it by opening all the cages and running to the exit. Lets just say the dogs get out by themselves afterwards ;)