What does 'direction' mean in the statement "mutations are non-directional"?
(I give an explanation to the statements, please understand that almost all  evolutionary changes are mutational in the basis).

Let's say the greater height is advantageous in one area, while in other area the smaller height is advantageous. In the former area, the direction of phenotypic changes will be to the individual with higher height, while in the latter the direction will be to smallest one. The evolution "seeks" example to follow, so you "can" find which one was an example to move towards to (who is the reference point).

In the case of mutations the is no apparent direction. These chaotic changes can be advantageous, or may be not - one cannot find a particular direction towards some "example" / reference model.