It depends on what version you have.
We didn't used to have it, but now if you press 'PFD' then you have 3 options for the wind. Option 3 then gives you the wind direction in True.
I tend to turn it off, as students will end up relying on it, the same as the magenta triangle for the wind correction. Other schools now actually call over the radio asking for a 'wind check'
Hope this helps