There are a number of topics on Ocean Star and Bug 2 that explain how the mouse is used to control an AZ drive.
The blue circle represents the direction in which the joystick is moved. Click in the blue circle where you want the screw (white arrow) to point. That part of the ship will be pushed in the direction of the white arrow.
The green and red circles represent the position of the joystick along its thrust arc. Green is forward, red is reverse. The line between red and green is zero thrust.
There is no indication on the HUD for the AZ.
The AZ drive on JJ is not an Azipod. It is a retractable thruster.