The compass remains pointing north as the map, say too the land. This suggests it is in the right direction for you next location. Each town you click from to the next will set the compass. When you walk on the bearing you need the red arrow in the white hatching, a common feature on compasses. Then you will also notice the dial which you swivel to do this has a degree at the new (usually) longer centre of the the compass. That is indicated. Additionally there is an adjustment setting to use to be able to walk on true north, that is magnetic north as the map sees it. This changes because that is how it is, plus (see below the map)

Click the dots (towns) to activate the compass and find out the location name. One click for the start point, one for the finish.