When a judge stipulates what is to happen next in a case, that is called ‘giving directions’.  

For example, a party may be required to make a written statement and send it to the court (‘file’ it) and to the other side (‘serve’ it) by a stated date.  A party may be given permission to obtain a report from an expert, for example a report on the value of the matrimonial home (usually the direction is for a report from a single expert jointly instructed by the parties, to be obtained only if the parties are unable to agree on the value of the property).  The case may be ‘set down’ for a final, contested hearing, usually after a stated date and saying how long should be allowed for the hearing, for example ‘on the first available date after 1 June 2012 with a time estimate of half a day’.

A directions order can be as short as a single sentence or run to many detailed paragraphs.