I do not know this phrase, so I'm curious where you have read/heard it. Context could help to translate it correctly. Here follows my guess:
If you don't steer, you do not arrive at your planned destination, just at some arbitrary place.
Yes, it's a little bit long. The emphasis would be on "irgendwo" (somewhere, anywhere). With the correct emphasis it should be obvious that a subordinate clause beginning with "but" was omitted:
Wer nicht lenkt, kommt irgendwo an, aber nicht dort wo er will!
If you don't steer, you arrive somewhere, but not where you want!