In the following video at 1:16, does he say a way or away?
The video has subtitles:
"Don't think! Feel! It is like a finger pointing a way to the moon."
It's possible of course that the subtitles are wrong.
"A way" and "away" are pronounced identically but they have different meanings.
A finger pointing a way to the moon.
This means a finger that indicates a method or path by which the moon can be reached. It has a more figurative sense.
A finger pointing away to the moon.
This means a finger that points in the opposite direction of something else and towards the moon. (There is an implied pointing away from something and to the moon.) It has a more literal sense.
In his speech, Bruce Lee is talking about how to understand or feel an essential quality or attitude that leads to skilful martial arts. So, when he talks about a finger pointing to the moon it's a metaphor. The moon stands for skilful martial arts, and he's talking about how to reach that destination. By that interpretation, he should be saying "a way," which is indeed what the subtitles indicate.