How to say north, south, east, west, and everything in-between in Japanese.
Specialty words and jargon can be a challenge when learning a language. However, by concentrating on a specific field or area of activty, you can give your vocabulary a boost with real-world application.
Today, let's focus on nailing down the cardinal and intercardinal directions in Japanese.

In English, some words are of Anglo-Saxon or Germanic origin but other words are from Latin via Old French. That's why we say "cow" for the animal and "beef" for the food. Japanese is kind of like that. But instead of the Norman Invasion, many years ago Japan was willingly influenced by the Chinese and imported not only the Chinese characters but also many pronunciations.
The cardinal directions (north, south, east, and west) are pronounced with the Japanese (kun yomi) reading. But the in-between directions are pronounced with the "Chinese" (on yomi) readings. This makes sense since single words tend to be kun yomi and jukugo (kanji combinations) tend to be on yomi.
First, the main directions:

北
north
南
south
東
east
西
west
Those all use kun yomi or the native Japanese pronunciations. Listen to the sound files and make sure you get these straight. These are the most useful words for compass directions.
Before we look at the in-between directions, let's learn the on yomi (Chinese sounds) for the four main directions. Remember, as the Japanese imported kanji from China, they also imported the "Chinese" pronunciations (on yomi) and often kanji also have the native Japanese pronunciations (kun yomi).
北
north
南
south
東
east
西
west
While the on and kun readings are different, the kanji and meaning do not change. 北 means "north" whether it is pronounced 「きた」 or 「ほく」.
Listen to the sound files until you have them down. For mnemonic ideas and more examples with each direction, checkout their kanji pages: 北, 南, 東, and 西.
Then, take the following quiz before we get to the good stuff.
Got it?
Now, let's learn the in-between directions. These are called the four intercardinal directions in English

北西
Northwest
北東
Northeast
南西
Southwest
南東
Southeast
Notice these words use the on yomi readings. Also note that you start with either north 北 or south 南.
Now, take a quiz:
Now, let's dig a little deeper.

北北西
North-northwest
西北西
West-northwest
北北東
North-northeast
東北東
East-northeast
西南西
West-southwest
南南西
South-southwest
南南東
South-southeast
東南東
East-southeast
Notice these words also only use the on yomi readings. Also note that you start with whichever cardinal direction is closest (north-south-east-west).
Other than the fact the inter-cardinal directions use on yomi and the four main cardinal directions use kun yomi, the compass directions in Japanese is pretty straightforward. Let's wrap things up with one last quiz.
Congratulations on making it to the end. I hope that helped your Japanese understanding.
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