I do not know if this is a practical, general or transferable solution, but it worked for me: throughout my childhood I couldn't orient myself, and I finally taught myself at the age of 24.
Start from a place where you can see quite some distance in all (or most) directions. Outside is best. If you can see, but are not within, a downtown core, you're in a good spot. Ditto mountains, or other tall landmarks.
Now ignore those landmarks. They're untrustworthy. If you can see them, they're close enough that sometimes they'll be north and sometimes west and sometimes right on top of you. They can be a good marker for your position, but not for your orientation. You need an orientation marker.
So instead, look in the other direction, the most featureless cardinal direction you can find. Then imagine a huge, fictional geographic element just over the horizon, and tell yourself it's in that direction: living in Edmonton at the time, I used the mantra, "The desert is west."
This is a fictional desert. (Or sea, or taiga, or forest.) It is always west. (Or east, or southeast, or north.) For this process to work, you can't actually pick a real landscape, or it becomes possible to walk around it, at which point your directions are confused again. If you're like me, a fictional landmark will help you orient yourself — but please don't make the mistake of believing it's real.
Now take a few minutes to walk around, keeping the desert in your awareness. Which way are you facing when it's straight ahead? Which way are you facing when it's behind you?
After a remarkably short time, you'll find that you always know where the desert is. And that will tell you where all your directions are. And then you're oriented. And now you can look at that downtown core and notice, "When I am standing at Broadway & Commercial, downtown is to my northwest."
Repeat this process in a few different outdoor locations, and you'll be ready to try it indoors. Just before you walk into a building, note where your imaginary forest is. As you turn corners, keep it in mind. Since the forest is fictional, you've never seen it anyhow; the fact that there are no windows in this university won't matter so much.
Oh, and if you're driving, remember that the centrifugal force you feel is proportional to your speed! The faster you're going, the more quickly you feel as though you're turning — at highway speeds, it takes quite a long time to turn 90 degrees, and a 270-degree cloverleaf seems to go on forever. Unless your city is laid out with perpendicular streets and no freeways, it's a lot easier to orient yourself when you're walking or cycling than when you're driving. On a mountain highway, I'm still lost. I navigate by the sun or use a map.
So…this strategy worked for me. I've never taught it to anybody else; I have no idea which bits of it are necessary and which are superfluous. Although it uses magical thinking, I'll point out that it's easier to imagine a specific, concrete object — like a wide desert just over the horizon — than to imagine an abstract notion like "west." My problem was too much abstraction; this strategy makes the compass real.
I grew up just east of the Rocky Mountains, which are, being in my area more or less straight north-south, always to the west. No fictional landmarks required. You might be able to do something similar with a coastline, though that's quite a bit less visible.
I am beginning to suspect that it is surprisingly common for intelligent, competent adults to somehow make it through the world for a few decades while missing some ordinary skill, like mailing a physical letter, folding a fitted sheet, depositing a check, or reading a bus schedule. Since these tasks are often presented atomically - or, worse, embedded implicitly into other instructions - and it is often possible to get around the need for them, this ignorance is not self-correcting. One can Google "how to deposit a check" and similar phrases, but the sorts of instructions that crop up are often misleading, rely on entangled and potentially similarly-deficient knowledge to be understandable, or are not so much instructions as they are tips and tricks and warnings for people who already know the basic procedure. Asking other people is more effective because they can respond to requests for clarification (and physically pointing at stuff is useful too), but embarrassing, since lacking these skills as an adult is stigmatized. (They are rarely even considered skills by people who have had them for a while.)
This seems like a bad situation. And - if I am correct and gaps like these are common - then it is something of a collective action problem to handle gap-filling without undue social drama. Supposedly, we're good at collective action problems, us rationalists, right? So I propose a thread for the purpose here, with the stipulation that all replies to gap announcements are to be constructive attempts at conveying the relevant procedural knowledge. No asking "how did you manage to be X years old without knowing that?" - if the gap-haver wishes to volunteer the information, that is fine, but asking is to be considered poor form.
(And yes, I have one. It's this: how in the world do people go about the supposedly atomic action of investing in the stock market? Here I am, sitting at my computer, and suppose I want a share of Apple - there isn't a button that says "Buy Our Stock" on their website. There goes my one idea. Where do I go and what do I do there?)