Direction is, in this context, the orientation someone at the first point would have to be in if they were to be facing the second point.
If you're talking about physics class, I expect the terms would be distance and displacement. Distance is a scalar quantity, the length of a line drawn between two points1, while displacement is a vector quantity, giving both the distance and the direction.
Alternatively, you might be talking about the orientation and sense of a vector. Taken together, those two properties provide the easier idea of direction. The orientation of a vector is an undirected idea of its orientation in space - so a north-south line is the same as a south-north line, because if you superimpose them they are indistinguishable. If you say there are two points on the line, and ask which comes 'first', that is the sense. Taken together, you have a direction. Essentially, a vector is simply a line with magnitude and direction, but that direction can be broken down into the orientation of the vector - up-down, left-right, etc - and the idea of which end of the vector is the 'start'.
I'm not sure there's any free online resources that get into such a technical definition, though.
1: Some teach that distance is the 'distance covered' even if taking a non-direct route, not travelling by a straight line. If you understand distance in that way, then what I have called 'distance' could be called 'straight line distance'. As I was taught it, distance is the length of the straight line, and if you want a term for the length of a wiggly line it would be 'distance travelled'.