How can pilots lacking instruments interpret vectors given by ATC? This video is about European Air Transport flight 2939, a Boeing 737, which "lost all the instruments of the aircraft" shortly after takeoff.


  BCS2939: We are flying heading now, and we don't have even altitude and anything, so if you can, give vectors back to the field, please.
  Approach: Roger, Eurotrans 2939, turn right heading 360 and you can climb to 3000 feet.
  BCS2939: Right turn 360, 3000 feet. -pause- We are almost in visual, we don't even have altimeters.


Despite the lack of instruments the pilots manage to fly the headings given by Shannon Approach and land safely.

It seems that the instrument panels of the 737 are entirely digital: 



I understand what vectors are:


  A vector is defined by a direction and magnitude. In aviation these represent your heading (the direction) and your speed (the magnitude). However, in normal aviation usage "vector" only refers to the heading and other nomenclature is used to assign/report speeds.


The 737's cockpit seems to lack an analog compass which would survive a power outage like this one:



How might the pilots have flown the headings given by ATC (as the visualisation shows they did) without a compass or altimeter?
14 CFR Part 25 describes the requirements for an airliner like the 737 to be certified by the FAA.

§25.1303   Flight and navigation instruments.
(a) The following flight and navigation instruments must be installed so that the instrument is visible from each pilot station:
...
(3) A direction indicator (nonstabilized magnetic compass).

Indeed the 737 has a magnetic compass, centrally located above the windshield. It's just hard to see in the picture you have, as it's hidden behind the overhead console controls. This is a very typical location for the compass in many large aircraft (but not all), as it's centrally located, allows both pilots to see it, and will have less interference from other instruments.

Even the newest version, the 737 MAX, has a compass.

Images Source