I agree with ANVAK.
In Oz, if one is assigned a 'heading', you fly that heading without taking into account wind drift. An assigned heading is usually given by ATC if the aircraft is cleared on a RADAR SID. The assigned heading is usually maintained until the MVA is reached and vectors provided.
An assigned heading is not usually given if the clearance includes a procedural (as opposed to RADAR) SID. In this case the LNAV of the procedural SID must be followed (which requires compensation for wind drift).
Cheers
