How did the Nazgul reach the Shire Before Gandalf?

[Gorwingel]

The Nazgul however, dont know where the shire is, and have to rely on directions from Grima Wormtongue. He directs them a way that sends them past the Rangers. They also dont really know where they are going, and would therefore be slowed a bit more than Gandalf, who knows exactly where he is going.

Where is this information located? Is it in HoME or something like that? Because I have never heard anything about the Nazgul being directed, I always just thought that they were drawn by the ring, so all they did was ride in the direction of the ring.