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Do not use a capital letter for points of the compass unless they form part of a name.
North, East, South and West in Proper Nouns
The directions north, east, south and west should not be given capital letters unless they form part of a name like
'West Ham', 'West Sussex' and 'South Africa'. (Names of places are classified as
proper nouns.) The geographical areas
'The North', 'The East', 'The South' and 'The West' should also have capital letters.
Examples:
I live in The North.
I travel north at weekends.
There are no penguins in the North Pole.
Take ten paces East and then dig.
Keep driving north on the M1 until you reach the M62 and then head west
towards West Yorkshire.