How did they do it?

A question about Roman roads has been at the back of my mind for ages, brought to the fore by the current TV series on Channel 5. How did they know which direction to start in? When they wanted to move cargo from Chichester harbour, how did they know to build Stane Street to the north-east to get to London? Surveying the route on the scale of a few miles at a time, not too difficult, but the overall direction surely must come first. Start off a few degrees out and you could finish up in Slough, or worse yet Swindon! They didn't have maps as we know them, they didn't have a compass, they had no reference that I've managed to find about relative location, so how did they navigate and plan their network?