They dont have a particular direction,they can face any direction.
An about-face is an abrupt turn to face in the opposite direction, or a complete reversal of attitude, opinion or direction.
In One Direction
It does not matter as there are no pronouncements from the Vatican or in Church Tradition on which direction statues should face. However, it is Church tradition that Mass is said, and inferred to an extent, that we should pray, towards the East, towards the rising sun, as a symbol of Christ's Resurrection. So by that logic the statues would face west. None of this is binding however, except for the building of churches which always has the congregation (and before Vatican II, the Priest) facing east.
SW
A methodist Church, St Nicholas' Methodist Church
They face the direction of Kaaba during praying while in Makkah (or Mecca(
They face the direction with the wind, in other words, they dont like to face the oncoming wind.
Toward the direction of Mecca.
Jews pray facing the east-in the direction of Jerusalem
No restrictions on the Muslim home direction to face per Islam teachings. However, Muslims during praying should face the direction to Kaaba ln Makkah (or Mecca) in Saudi Arabia.
Jews face in the direction of Jerusalem when they worship.