Step 1: Nature of EM waves.
Electromagnetic waves have electric field $\vec{E}$, magnetic field $\vec{B}$, and propagation direction mutually perpendicular.
Step 2: Right-hand rule.
If the right hand is oriented such that fingers point along $\vec{E}$ and curl toward $\vec{B}$, then the thumb gives the propagation direction.
Step 3: Conclusion.
The wave propagates along $\vec{E} \times \vec{B}$.