I'm not aware of any direct mentions in the film, but we can make a reasonable deduction based on Khan's past. From the ST:TOS episode "Space Seed":
KIRK: [looking at a library picture of Khan on viewscreen] Name: Khan Noonien Singh.
SPOCK: From 1992 through 1996, absolute ruler of more than a quarter of your world, from Asia through the Middle East.
McCOY: The last of the tyrants to be overthrown.
SCOTT: I must confess, gentlemen. I've always held a sneaking admiration for this one.
KIRK: He was the best of the tyrants and the most dangerous. They were supermen in a sense. Stronger, braver, certainly more ambitious, more daring.
Khan is nothing if not ambitious and egotistical. It seems probable he would try to find a suitable inhabited planet, take over as its ruler, and start building an interstellar empire to rival the Federation.
We can further assume that Joachim's advice would have been to slip away and get on with the empire-building, and leave the confrontation with Kirk for a later time when Khan held a greater advantage.
("Space Seed" was aired in 1967. Obviously, the 1992-1996 time frame for Khan to rule a quarter of the Earth has come and gone.)