What did you expect it to do on your laptop? It's a compass. It's pretty fundamentally tied to the orientation service. And of course laptops don't tend to have gyroscopes in them.

Laptops, including Macbooks made since 2010 or so have gyroscopes in them. Originally for the purpose of detecting a fall and parking the drive head before impact.

Gyroscopes or acceleratometers? How many axis?

You could infer the heading by "simply" telling the user:

"Move in the way you look for about 50 meters."

If you walk a straight line and the Laptop knows where it is at any given time it can infer the heading.

A compass isn't a heading indicator though...it's an orientation indicator.

If you have the heading and a few locations then you can also infer where north/south/east/west is. Or am I wrong?

If it's based on GPS, you could get a rough idea of where north was for the user, on average, while they were moving. It would be very static and wouldn't lend well to this sort of interface.

If all you have is WiFi- or cell-tower-based location, then you're not going to be able to get enough precision to make the value meaningful.