You would have to go north to reach Lake Michigan.
That would depend on your made of transport and the speed with which that transport progressed. As you have not specified these things we can not answer you question.
Lake Erie about 3 hours North in Toledo Ohio
4 and 1/2 hours
I would go left to get to Lake Michigan.
The largest bay north of Lake Superior would be Hudson Bay. The only bay larger would be the Bay of Bengal. There are other bays between Hudson Bay and lake superior but they are smaller. James Bay is also big but not directly north, it is north east more than north.
The North American Continent.USA, North America
If you are in Milwaukee, Wisconsin facing north, you would go east to Lake Michigan.
it is lake superior which is the the great lake most north
That would be lake Erie to the north.
I think it would be the Central Siberian Plateau.
Lake Michigan is to the East of Chicago or to your right if you're facing north.