To direct somebody somewhere means to tell a person how to get to a place, but you don’t go with that person. To take somebody somewhere means you go with that person to a place. To lead somebody somewhere means you go in front of that person, who follows you to a place.
to direct (directed, directed) The woman at the information desk directed me to my hotel. The police agent directed me to the nearest post office.
to take (took, taken) My parents took me to the airport. The taxi driver took me to the nearest post office.
to lead (led, led) The waiter led us to a table near the window. Our tourist guide led us through the city.