You follow the dog through the frigid darkness for hours, with the wind biting at your skin, wondering just how insane this is, and whether you'll find a place to shelter, freeze to death, or starve first. Then the dog stops and sniffs the ground for a bit and lets out an ominous growl.
[spoiler]Survival DC 13 tells you that he's sniffing some rather large looking canine footprints. If you beat DC 18, you can tell that they're about a day old. I'm going to have to look up the rules on tracking from Masters of the Wild, because I recall they went into a lot of detail about how much you learn if you beat the DCs by varying amounts. For now, that +5 to learn how old the tracks are is my ad-hoc adjustment. [/spoiler]
The dog sniffs around for a bit, and then (unless directed otherwise) continues on in the direction he was leading you to start with. Thorston reassures you that the dog knows where he's going, and is a lot better guide than he himself is.