After you have chosen the location on the map, to travel to the new zone, you need to enter the hyperspace. This can be activated by opening the menu and you can find it in the lower right corner. To be noticed that you can't travel when you are too close to a massive object like an asteroid. Also, you might not be able to travel if you don't have enough warp core.
If you think that the problem you encountered could be cased by an internal error of the application, perform a fresh installation of the game.
