how do i find out the course of my flight? My dad is a pilot and he said its in the computers on the 737 but i don't think there are computers on fs2002

If you can afford paying 20-30 euros I would suggest considering FSNavigator. It provides a whole world's map with a movable plane spoting your current position and a full FMC functionality. It will give a new dimension to your flights
If you don't want to spend any money, you can do a search in the web for freeware FMC programs. They are not that good but...

Heading is the direction you're going right now.

Course is the direction you want to end up going, or a radial to a target.

Assume the runway at Fort Royal is 36 (360) because it makes a better example.   If I take off from Reno I head 90 (East) to Virginia, but I must eventually change course to 360 to line up with the runway.

In a grossly oversimplified way, yes.

In practicality the only way you could (computer) plan a flight like that is a direct GPS to GPS.  If you just want to take off and head east you are flying what is called VFR (Visual Flight Rules).  If you can fly VFR for 3000 miles and hit an airport your are the luckiest SOB I've ever seen.  More likely and more realistically you would plan a VOR to VOR, where you are connected to your destination by a series of VOR waypoints, each about 150 miles apart and the final one being near your destination airport.

You will fly a series of different headings because the VOR waypoints aren't a straight line but each one will be close to 90 degrees. 

In a C182 you will run out of fuel long before you reach your destination but assuming a 360 degree runway, yes, you will need to change your course to 360 (so the APP HOLD can lock on to the ILS) before you get there - 20 miles out should be fine.