To be puzzled about getting out of a difficulty; not know what to do to get out of trouble.
Не знать как выбраться из трудной ситуации, избавиться от проблем.
After Mr. Brown died, Mrs. Brown had no money to pay the bills. When the landlord told her to pay the rent or move out, she didn't know which way to jump.
I had no home, no money, and I didn't know which way to turn.
У меня нет ни денег, ни дома и я понятия не имею, что делать!
When Jane missed the last bus home, she didn't know which way to turn.