From time to time, a girl asks me for direction when I am walking on the street. I don't think that she is hitting on me, she genuinely can't find her way so she ask a stranger for help. Usually when I explain how to reach the place she wants to visit, I walk away(I have to walk away, because I have no legitimate reason to stay with her since then).
How can I turn this opportunity into a pickup?

depends on how far away they are going

you could start the conversation , well you go down here take a left then down to starbucks and take a right

and then you could say hey look im going that way let me show you

Don't assume that they all only want directions. A classic truth when it comes to this game goes something like this: Maybe she isn't interested in the time, maybe she's interested in the guy wearing the watch.

Open a convo thread about why they are going where they're going or maybe you've been there before. Get to know something about them; tell them about you; close.

This is a good idea, but I'm afraid that maybe many girls will be defensive because they think that they don't know you, therefore they don't want to tell you why they go there, you're too inquisitive,etc.

Frankly then you won't get to have sex with them. If you can't have a friendly convo with a girl how in the world are you going to be able to pull down her pants & panties when it's just you and her over candle-light back at your place on the night of your date?

Not trying to be harsh but to help. Hope that helps motivate you to talk to these girls! - have it in your mind that most of them probably would LOVE for you to talk to them (and not just the ones who are asking you for directions).

Checked this section and noticed you have other threads for specific openers. Stop looking for specific openers. Go out, approach women and get used to having good conversations with them. Specific openers are not going to help you much, because you need to be more attuned to the situation. Girl asking you for directions, but obviously smiling and into you? You can recognize this and open in a certain way. Girl not interested and looking for directions? You can recognize this and open another way to "open" her up casually. Get used to flirting with women and you'll figure out what to say in most situations.

"I'll show you." ... *Walk with her* "What are you doing here anyway?" Blah, blah, fucking blah. "... You're interesting/pretty cool. Give me your number and i'll show you around some more."

I vote this to be the best implementation! Add some flirting to negate any neediness and get her laughing and having a good time and the next thing you know you are leading her to your flat instead where she thought she was going.

You have a small time gap to close here, so you have to rush right into the topic in order to number close her. I'd suggest saying that you are heading in the same direction and leading her to the place. Remember to be interesting as hell and take her number once you are done. Express your intentions honestly (Tell her that you'd like to see her again). Don't bail out because you'll probably not see her again, and don't try to make up excuses for the phone number, just take it.