* From our perspective on Earth: The sun appears to rise in the east and set in the west. This is because Earth rotates on its axis from west to east. Think of it like a spinning top – the top itself stays in one place, but everything on the top appears to spin around.
* In reality: The Earth is revolving around the sun. This is what causes the seasons. The sun is actually stationary in the center of our solar system.
So, to answer your question directly, the sun doesn't actually "move" in a direction. It's Earth's movement that makes it *appear* to move across the sky.