Well that's the direction the planet is turning. Using Earth as an example, the sun rises in the east and sets in the west because the planet is rotating in the opposite direction.

So that means the stars and constellations that move in the sky are also moving from east to west in the same way. If you see a star rising, or if you're walking opposite to the movement of the stars, you're going east. If you see a star setting or you're walking with the stars, you're going west.

So that means any stars that don't move are located at the poles, and that's how you can find north and south.