DIYmalls BN-880 GPS Module w/Flash HMC5883 Compass + GPS Active Antenna Support GPS Glonass Beidou for Arduino Raspberry Pi Pixhawk Betaflight CC3D F4 Flight Control

Q: how is the compass oriented, and how is direction transmitted?

referring to the description pictures you will see the heading symbol is opposite the connector. on the antenna side you will see a "tick" mark indicating heading. the connections depend on the application. in my case i am using it with an APM 2.8 flight control module that facilitates two connections. one for the gps input and the other for the compass input

Q: can this hook to a raspberry pi zero 2 W? if so, how?

I have not purchased one but if it has the same GPIO as it's cohorts (Pi4, Pi3, 0), then yes. The GPS requires TX and RX. The compass needs SDA and SCL.