Quick answer
Every request goes to an approver. By default that is all admins, so any admin can decide. To send one person’s requests to a specific colleague, set their Approver on their record.
Find it under
Open the person
Go to Users and click the pencil icon on the person’s row.
Choose the Approver
Set the Approver dropdown to All admins (the default) or to a specific person, then click Save. Their future requests will go to that approver.

Departments set a default approver too
If you give a department a manager, everyone in it is approved by that manager unless their own Approver is set. A person’s own Approver always wins. See Create departments.
Approve from the email
Whoever a request is sent to can approve or decline it in one click from the email, without signing in. See Approve or decline a request.