Usually mercenary camps are between lanes so it's not obvious which lane they will join once captured.
According to Heroes Wiki:
...at which point the mercenaries will run to the nearest lane and spring into action for the team.
For example, on Cursed Hollow map:
- Grave Golems (yellow) will push the side lanes
- Knights (blue) will push mid lane
- Siege Giants (green) will push side lanes
Mercs camp will join the lane that is nearest their base.