I think a broad understanding of the principles and accurate detailed knowledge sufficient to allow you to build a missile are two different things. I'm no expert, but I understand that some missiles are heat-seekers and some have radar. In each case they search for the strongest target within a fairly narrow cone and simply turn towards it. That will almost inevitably mean they end up chasing the target from behind, but the missiles are so fast and can manoeuvre so sharply that they can catch their target.
There are also predictor guns which, being ground units, can use much bigger and more sophisticated radar and computer equipment to "lead" the target accurately by aiming off ahead of it. Once the shot is fired, however, there is no in-flight guidance. I read somewhere that the Royal Navy has such a gun for ship defence which in trials put bullets into a six-inch shell in flight.
I hope that answers your question. If you need any more there are any number of organisations that could help - the IRA, Al Qaeda and the like!