Calibration of the Wind Direction sensor is not required, however it is important to insure that the wind vane is orientated correctly relative to true North South.
Channel 1 of the GP-MC has special damping for Wind Vanes. Channel 1 to 3 of a GP-HR and Channel 2 to 8 of a GP-MC will respond to changes in the wind vane direction immediatly. If the wind vane is on Channel 1 of a GP-MC either wait for the reading to stabalise each time the vane is moved or set the Channel 1 Average Time to 0 in the Logger Control Screen - Start Logger Page and restart the logger (this turns the Channel 1 Damping off).