Compass Rose - Okay, so this is a true yes. It literally tells you which direction is North, East, South, and West. You can always remember this by the phrase of Never Eat Soggy Waffles.
Legend - Okay, so this is a no. Legends tell you about specific symbols located on a map, not direction.
Latitude and Longitude Lines - No. So, these lines refer to a coordinate point on the world map, this does not indicate direction. These lines are helpful for if someone gave you a coordinate point to look for.
Arrow pointing north - Yes, this can indicate a direction, especially since it points North.