Compass
It is an instrument for finding wind direction. They are usually found on the top of church spires, or tall building. They can have various shapes, but all have an arrow which points into the wind direction. The tail of the vane may have something like, ship. or farmer with a scythe etc., to balance the vanes pointer against the wind flow. Do Not confuse with an 'Ananometer', which measures wind speed.
what instrument was invented by Chinese to show direction
The Magnetic Compass.
The star you're looking for to tell direction is Polaris, the North Star. If you know what time it is, and have an accurate star map, you could use Betelgeuse to tell direction, but it's difficult.
Pilots first instrument used in flying was a compass so they could orient themselves in what direction they've been heading and should head based on time and speed.
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Compass
A wind vane is the instrument used to indicate the direction of the wind. It is typically shaped like an arrow and spins freely to align with the wind direction.
To measure the direction of wind, a wind vane can be an ideal tool. A windsock can also be used to measure the direction and strength of the wind.
Anemometer is the instrument used to measure wind speed and direction.
wind vane
It is used for direction finding on a map when plotting a route.
Speed: anemometer. Direction: wind vane
A compass will tell you which direction you are traveling in.
A compass is an instrument used to determine direction by aligning with the Earth's magnetic field. It typically consists of a magnetic needle that points towards the Earth's magnetic north.
The sun
It's called an "heliostat".