Subordinate clause, therefore the verb 'sollen' is at the end of the sentence. He does not know where he should/has to drive. The context is important to know whether it is should or has to.

Er weiß nicht wohin er fahren soll. The thing here ist that the verb „wissen“ doesn’t mean anything on its own. You need an “Ergänzungssatz“ to specify the verb. For example: you can say “ich esse ein Brot.” Here I have my sentence with a direct object after the verb. But if I say “ich weiß…” I can’t follow it with a direct object. “Ich weiß ein Brot”? Nein! This makes no sense! So to complete the verb I need a Nebensatz, since a direct object is not possible. As you probably know Nebensätze have the verbs at the end. Some other verbs that need an “Ergänzungssatz” are those that can be followed by “that” in English. I think that… I believe that… I hope that… Not I eat that… (as we saw in the previous example) Ergänzungssätze don’t always have to begin with “dass”, as you showed in your example, but it’s still the most common way they are built. I hope this helped you!

The verb -sollen- can mean -must- or -should-. Which one it is, depends on the context.