Instructions
Check a watch that isn't digital, if available. Point the watch towards the sun, lining the hour hand up with the sun's location. Check what direction is indicated by the point midway between the hour hand and the number 12 and that will be south. Figure out the rest of the directions from that. For example, north is the exact opposite direction. Note that this works for locations in the northern hemisphere; in the southern hemisphere, the direction indicated between the hour hand and 12 will be north.
Make note of where the sun is in the sky before noon and after noon as it rises in the east and remains there until noon, when it moves to the west where it will set. Note that the directions are most obvious closest to sunrise and sunset.
Place a three foot long stick into level ground so that it will stand on its own. Look at the shadow the stick casts and mark the end of the shadow in the dirt. Wait 20 minutes and mark the end of the new shadow. Draw a line between the two marks and this will indicate west (first mark) and east (second mark).