The camera is pointing wherever the Look-at point is aimed. The Look-at point is the crosshair icon inside the red square that indicates the part of the model that is visible in the camera's view.
You can click and drag the Look-at point to change the view of the camera. You can also click and drag the Look-at point to an object, and it will lock onto that object.
Another way to aim the camera is to use the Object panel of the Object Properties palette to select a Target object for the camera. In this way you can target any named object or shape in your model, and the camera will always be pointed at that object.
See Chapter 13 Using Cameras in the User Guide for more information.