Beside this, why didn't Avengers travel to Wakanda?
The in-universe answer is that the Avengers didn't want to have to deal with diving into a raging battle and having to fight a healthy and undoubtedly angry Thanos for possession of the Infinity Gauntlet, with all the uncertainties such a plan would entail.
Also Know, which Avengers movie do they go to Wakanda? The country was mentioned (and mispronounced) in 2015's Avengers: Age of Ultron, but Wakanda truly stepped out of hiding for the first time in 2016's Captain America: Civil War, in which Chadwick Boseman's Black Panther made his debut.
Beside this, how do the Avengers know about Wakanda?
There's a clip on YouTube where the team are tracking down some criminal and Bruce Banner brings up Wakanda. Just before this, Tony brings up that he knew him from conventions and black market trade deals in arms off the African Coast. It's likely he knew about Wakanda from files about vibranium and Cap's shield.
How did Thor know he had to go to Wakanda?
In the movie, Thor knew that the power stone (Xandar), Space stone (at his ship), Reality stone (Collector), Soul stone (now with Thanos), and time stone (Strange) were looted by Thanos leaving the Mind stone with Vision on earth. He could easily sense the energy signals of the Mind stone and could trace it to Wakanda.
