Because Contacts can only exist by adding them to a company location, you can use this function to get driving directions between the company location the currently open contact works at and another point (i.e. your appointment right before, or your home base.
When you click this menu item, you will get a window with two boxes, each with the company location address of the currently open contact. On this window you can drag and drop any other company location from the Main Search , Recent Records, Favorites, or any other grid where you see companies or contacts.