"Rekstout" is right -- it's built in to the plant, not from the sun rotating. They keep the same direction whichever hemisphere they're in, and also near the equator where the sun goes straight over the top.
For example (having just checked in the garden), runner bean climbs clockwise, but honeysuckle anticlockwise.
Once I cruelly made a shoot of each try to twist round each other -- they got very confused!
(Peas, marrows, vines etc climb with tendrils, which usually wrap around what they touch, either way.)