On an Airbus, you PUSH the HDG button on the glareshield to follow the lateral flightplan route (Managed Navigation). This results in the HDG window becoming dashed and a white dot appearing alongside, but the real place to look to find out what's going on (as with most EFIS aircraft) is the FMA along the top of the PFD, where "NAV" should appear in green.
The aircraft will then follow the green line flightplan route.
If you PULL the HDG button, the heading window opens allowing you to dial in a heading to fly, just like a Heading Select knob. The FMA will then say "HDG".
Hope I remembered correctly, perhaps a 'bus driver can confirm?