B737 MAX 8
Flight Crew Air Transport Pilot (ATP); Flight Crew Multiengine; Flight Crew Instrument
Distraction; Human-Machine Interface; Situational Awareness
Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Flight Crew Became Reoriented; Flight Crew Returned To Clearance
Human Factors
While descending into ZZZ we were given a vector to the right of the arrival.  Later; we were given direct ZZZ1 VOR.  The First Officer; and pilot flying put ZZZ in the FMS and executed the change.  I thought I saw him select LNAV; but I began looking at the approach plate to review our arrival.  A minute later I noticed we were still in heading.  I immediately told him to turn to ZZZ1 VOR and select LNAV. ATC contacted us at that time and gave us direct ZZZ1 again.  I told them we were in the turn.This was both our first flight in the 737 Max and we were a little distracted at some of the newness of the aircraft.  Attention to flying the airplane when given a clearance even while Pilot monitoring is necessary at all phases of flying airplanes.
B737 MAX 8 Captain reported heading deviation during approach.