Unfortunately I don't have much experience or knowledge to write a code to do that
Have your team members do it, or post in the Gigs & Collaborations section of this forum, and be prepared to pay someone to help.
If you are just starting out, we recommend that you buy an Arduino and work your way through the examples that come with the software development package -- blink lights, read buttons, read ADC inputs, etc. These will be very important for developing your robot software.
"I don't have much experience or knowledge to write a code to do that"
use two antenna to detect a signal and decides which direction to go
It is a difficult task that has nothing to do with Arduino.
This is a very frequent request.And one without a clear answer.
GPS works well, if you are outside, and you will learn a great deal if you manage to build something that works as well as the robot shown in the video you linked.Start there and work your way up to more difficult projects, like radio direction finding.