This is really more of a general topic. Story and lore if more for the "what-ifs" and "maybes" for the parts of the lore that aren't set in stone.
Just something to note if you need more help as this part of the forum doesn't tend to see a lot of traffic.

As to your question.
Yes and no, to both halves. Look in the PDA for a "Codes and Clues" section which keeps track of, well, any codes and clues you find for what you are next needed to do.

At the end of the day if stuck.
-Look for ways to go deeper (unless that "deeper" looks like it goes off the edge of a featureless never-ending cliff. That's the edge of the map and the wrong sort of "deeper").
-If you can't go deeper for any number of reasons, look in the places you can get to for something that can help you get deeper.
-Scan EVERYTHING (yes, all caps EVERYTHING)!!
-Read everything (or at least skim it).
-Build one of everything.

A lot of the game is built around letting you find your own way and only holds your hand for the first part. But as I said it does offer some hints on where the main places to be found are.
The rest is very much up to you to find. Not that there's any rush, of course.

The most important question is what equipment you have, i.e. what depth you can go down to.

The best advice is to scan everything, and the other go deeper.

Generally speaking, collect materials and data, which will allow you to explore subsequent areas of the map.

hello im from brazil so maybe i talk anything wrong but if you go to sw you will find gel sacks

and also have a ghost leviathan near the gel sacks

You can find gel sacks occasionally in almost every biome below about 180m. People most usually pick up a few near LP19, in the crevice, for the first time, then grow them at home in an external growbed.

Oh, and there is no Ghost any where near LP19. Don't buy trouble; look elsewhere than under a Ghost.

Oh, and for the simple answer to your original question.

YES, you are intended to search the whole map, ...
...or until you find something, or read something, or hear something, or see something that leads you more directly.
Reviewing all you have heard and recorded, or read and recorded, from time to time, could be a big help. Otherwise, just keep looking, keep exploring, search every wreck and any unusual caves, SCAN EVERYTHING, and GO DEEPER.

when you recieve a location use it to your advantage and see whats nearby

When you receive a radio message that sends you to Lifepod #2 at a depth of 500m, you've reached the beginning of the end. Lifepod #2 is the final lifepod and is located near the entrance to the end-game areas.