Well, in the plain fields that there is no natural structure, they just keep running and attaching their tendrills to whatever they can find. But if they come accross something tall(shrubs, tall weeds, trees, etc) they climb on them. Their true nature is climber and they hold on by their tendrills.
But I do not think that they have a sense what is near them to go towards them.

I have close to 40 years experience in growing cucumbers commercially and I have noticed some things about cucumber growth.

I have found that cucumbers prefer to grow either northwest or southeast. I don't know whether it is because of the sun or the Earth's magnetism. They will also send more tendrils towards shade, even though they grow their main vines toward the sun until they find something to climb. I have found that cucumbers love to grow up a bush, though they will grow up a slanted trellis very nicely.

I grow cucumbers in 2 foot wide raised beds running northeast to southwest with slanted (about 45 degrees) woven wire trellises on either side. I have found that they grow best for me this way. The cucumbers fall through the slanted trellis and can be picked more easily.

I also have 30 years experience in growing squash, including pumpkins.

I have noticed C. pepo (true pumpkins, yellow summer squash, zucchini) vines tend to grow southwest. They also tend to grow downhill if the ground is slanted. They will also grow towards water, but not flooded ground.

I have noticed C. maxima (which includes turban and hubbard squash, including those giant orange hubbards they incorrectly call pumpkins) and C. moschata (butternut) both tend to grow northwest. They also tend to grow towards water and towards full sun if they are planted in semi-shade.

Thanks folks. I was beginning to think it was just me that noticed some interesting stuff about these vines.

Northwest to southeast is what I'm noticing too. Especially with the watermelons. All the melons are either close to the roots or on the south side of the plant. And this is in a wide open place. And the C. moschata are definitely heading northwest and towards the water sprinklers.

I just love noticing plant idiosyncrasies in the garden.

VERY INTERESTING OBSERVATIONS.
incidently, my gourds, planted next to wooded area with brushes etc, tend to go more towads west/northwest, mostly. Again, early on they would want to go all direction and I had to train them.

I also have roughly 45 deg. slanted trelill for my cucumbers. With slanted trellis, they can lean on comfortably and securely.
once directed, they join other vines to climb watever there is.

Yeah I didn't think much of it the first year when we planted mostly watermelons and pumpkins. Grandpa always did wide rows and I don't remember any growth pattern. We, however, have big open patches with 12-15 large mounds that we plant things in. This year it ranged from tomatoes to cucumbers in one patch and tomatoes and squash in another. The spring tomatoes are gone but the squash and cucumbers are growing like gangbusters. It's very obvious that they favor going a couple of directions. It's really weird when they all do it. Kinda spooky almost........like they know what they're doing. I wonder if it could be caused by the wind.....even a slight breeze could herd them into position.

Oh well, I'll have to look for another garden anomaly.

Some trees and other plants respond to the direction of the rotation of earth. That is why some tree's fibers/grain get twisted as "rigth-hand"screw on north hemispher(opposite on south hs).
A lot of plants respond to sun's direction. Sunflowers are good example.
So, this is a plant's form of intelligence.
As we humanes, mammals have developed brain over time, so have plants learned how to cope with their environment, to improve the survival of their gens. Those that could not do it well have vanished. This information is stored in their gens and passed on.
Plants even learn how to defend themselves against pests and fungus. That is why a native plant is more disease resistan than non-native. It takes many years for the plants to figure out how to fight a pest or disease.