Hot air goes up. The cold air descends. When we heat the air inside the balloon it is gaining altitude. The balloon does not have a drive motor. We’re going where the wind blows us. The wind at different heights may, however, blow in a different direction.
When flying a balloon we only affect the altitude by changing size of the flame from the cylinder. So if you want to change the direction of flight – we can change the altitude to reach wind blowing another direction. It’s a huge simplification.
Airship balloons are provided with a drive. So we have the engine(s), rudders and we can choose where we want to go.