Try looking under "keyboard shortcuts" on the website, there is one for turning quest helper on and off--I think it's "T", but I'm not completely sure... sorry. I would recommend looking. ;)
Sometimes, on certain quests, you will not see a quest arrow to assist you in a particular quest - even though you have the quest helper activated. In these instances, you will have to rely on the map to help you find & get to who/what you are looking for.
You can usually tell if the quest helper is allowed for particular quests or not by going into the quest section of your spell book and clicking on any particular quest. If an arrow appears on the upper left hand side of the quest, the quest helper arrow is active for that quest. Otherwise, you will see a pop up stating that the quest helper is not allowed for that quest. Be SURE to have the quest helper activated by pressing the "Control" button & the letter "T".
Common examples where the quest helper can not be used would be for Zeke's quests & the History books quests in the various worlds. Every world seems to have a few other quests that you will have to find on your own using the map, as well.