To set up a sundial in the Northern hemisphere, the gnomon needs to point towards True North (or South in the Southern hemisphere). There are several ways you can do this.
If you have a good quality compass, like a map reading one, or an app on your phone, you can use this to find Magnetic North. This is not the same as True North, as the magnetic core of the earth moves around over time and so is not a fixed point. The difference between True and Magnetic North for your location will be different year on year, so if you are using a compass you will need to look up the current difference for you and compensate for that when taking the compass reading.
Also be aware that many domestic appliances like fridges and air-conditioning units contain motors with strong magnets in them, and will stop your compass working properly, so if you are trying to find North inside a building or on a balcony, be wary.
Many phone compass apps offer True North as an option, but as well as checking for magnetic interference from nearby appliances, do make sure that your phone case doesn't have a magnetic catch!
Map lines normally point to 'Grid North', which is not quite the same as True North. The difference varies depending on where you are, but for most of the UK the variation could be up to two degrees either way, so using a map will give only an approximation - but often good enough for what you need.
If you are lucky you might be able to look at a map and find a convenient landmark which is due North of you.
For example, if you stand on the left side of the Bandstand in Bedford Park, there is convenient angle in the trees directly to the North.
Alternatively using a phone:
Another alternative is to work out what time the dial should be showing and align it so that it does tell that time - which does require a sunny day. This method assumes that your sundial has been made with the correct angles, but if you come back to it a few hours later and the time is still accurate, you can have confidence that it is properly constructed.
Finding the 'Sun Time' - technically called 'Local Apparent Time (LAT)' or 'Local Apparent Sun Time (LAST)' - from Clock Time' at your location and on this particular day is the reverse of the procedure outlined in 'How to read a sundial'.
Step 1: Look at the Equation of Time graph for today and estimate how many minutes you need to adjust by. However, you will need to do the opposite of what it says - if it says to add minutes, you need to subtract them, and vice versa. Make a note of this number.
Step 2: If your sundial has longitude adjustment already built in, that is all you need. If not you need to work out the difference between your longitude and your timezone longitude in degrees. Then subtract 4 minutes per degree if you are West of the timezone, or add 4 minutes per degree if you are East of the timezone (the opposite of what you do when reading the sundial). Apply these changes to the value you calculated in Step 1.
You now have the adjustment for the date and longitude.
Step 3: If it is British Summer Time/ Daylight Savings Time subtract 60 minutes from the result of step 2.
You now have the 'Clock Time' to 'Sun Time' adjustment for BST, the date and your longitude. Make a note of the total adjustment you calculated, as this is good for the rest of the day (and in practice the next couple of days too).
Now check the time on your phone/watch, apply the adjustment calculated in Step 3 and orientate your sundial so that it shows the 'Sun Time' that you have calculated.
Come back in a few hours and check that it still tells the time you expect. If it does, then your dial is correctly set up.