There are 8 cardinal directions in NetHack. You can use either the number keys or the vi-keys:
Whichever you set, you can always use the arrow keys, if using a port that allows for the arrow keys to work properly (most graphical ports do, but many terminal-based ports don't).
Whenever you are prompted for a direction, you can also use the following:
If the number_pad option is turned on, the vi-style movement keys are replaced by the following command aliases:
|h||? (help menu)|
|k||ctrl + d (kick)|