Alexander,
I believe the answer to your guestion is to
1. first figure out WHERE you are right "now", and
2. THE DIRECTION/bearing etc. your "custom location" is in relation to your present location.
When you figure out that direction, you can programme that into your autopilot.
(I believe there are not any directions to any specific airports in themselves, only to the navigation aids (VOR's and so on) but of course you can use a map drawing a line between your departure and destination airports and calculate the approximate direction from that information)
-pkortetj