Prior to sending this project home we've spent time in class learning about both cardinal and intermediate directions. I even do a PE Compass Rose Relay game. I set up directional signs in a circle formation, throw colored circles around and relay teams race to follow cue cards that says various things like:
Skip and pick up a green circle. Put it in the Northwest hoop.
Crab crawl and pick up a yellow circle. Put it in the South hoop.
High knee run and pick up a blue circle. Put it in the East hoop.
Once students have a solid foundation for their directions my grade level sends home this compass rose project.
Here are some samples: