Do Ants have a sense of Direction?
Actually No.

Amazingly there is this paper published on the motions on Ants which says:


  The isotropic distribution of average speed appears as a surprising
  result since it would be expected, for instance, that ants progressing
  uphill should be slower than when moving downhill. For instance, Seidl
  et al. found lower speeds on steeper inclines in desert ants moving
  uphill, but indicate that desert ants progressing downhill displayed
  high velocities [42]. This is in contrast with our finding with Lasius
  niger in the present set-up where the velocity showed no dependency to
  the walking direction, even for the steepest inclination. However,
  Wohlgemuth et al. report, also in the desert ant, that speed was
  reduced in both their uphill and downhill channels (+540 ) compared to
  their flat channel, thereby excluding metabolic cost as a reliable
  means to gauge walked distance on various inclines [28]. In an attempt
  to determine the effects of inclination on the gross metabolic cost of
  locomotion in leaf-cutter ants, Holt &amp; Askew report that ants
  travelled the fastest on a horizontal plane, and indeed moderated
  their speed with the inclination, both on the incline and the decline.
  They suggest that ants adapt their behavior so as to keep their
  metabolic rate constant despite changing mechanical demands.


Source: How Do Ants Make Sense of Gravity? A Boltzmann Walker Analysis of Lasius niger Trajectories on Various Inclines