Cells make up everything. What directs them?
Ex: How does a cell know/chose to become a brain cell?
DNA and chemical reactions.
Boy you ask tough questions, this one being a currently active front in embryology and stem cell research.
Embryonically there are three tissue anlage: Ectoderm-skin, nervous system, hair, some glands; Mesoderm-blood, muscle, bone, tendons, many glands; Endoderm-gut (gastro-intestinal tract) abdominal organs, glands.
In typical embryonic development a zygote divides in to two, then four, then 8, then 16, then 32 cells.
Then cell migration along with differentiation begins: the cell mass (blastula) elongates and cells in one region move to form a pocket (gastrula) and gastrulization progresses until a tube-like shape is formed. In human beings, the tube sits atop an disc of tissue (embryonic disc), with its top ridge (neural tube) destined to form the nervous system.
I know its a condensed version of a small part of embryogensis, but if you want to know the answer to your question, this and related material must be digested first.