You're welcome, melvinhate!
What you asked about is the test direction for only one item, so it ought to be the singular "Test direction." When you use the term to cover the whole set of tests, it's better and safer--but not the only correct way--to pluralize it in the form "Test directions," as in "Follow the test directions for the set of questions that you will now hear..." The singular form "test direction" is also acceptable in such a situation, but some of the more English-savvy test-takers could be thrown off by the seeming dissonance--an unfounded thought though--between the singular "test direction" and the notionally plural but grammatically singular "set of questions."