how does the golgi complex know where to send what vesicle?

Answer 1

The second messengers are the answer. They take information on cells needs and demands to Golgi's apparatus, so it knows what proteins need to be insacculated and where to send them, in what quantities and for how long.

Answer 2

As protein is made and placed into the golgi complex, the cell marks the golgi complex with a protein of some sort telling it where to go (ie plasma membrane, lysosome, etc.)