Goldenrivett is correct - but some further points.
Over a short distance (<200 nm) - the difference you would get from flying a constant magnetic heading (corrected for an (assumed) constant magnetic variation) and flying a "true" heading is minimal. I.E. you want to fly a true rhumb-line course of 45° - you check you local magnetic variation at departure airport (say +/-5°) and fly a constant magnetic course of 50° (or 40°), and you will fly a very close approximation of a true 45° rhumb line.
Location matters, however. Magnetic variation changes more rapidly near Melbourne, VIC than near Melbourne, FL.
Over longer distances, as the local magnetic variation at points along the way changes, you would consult your charts, which show local magvar, and adjust your magnetic compass heading accordingly to maintain a constant "true" rhumb-line path. I.E. as the local magvar shifts towards 4° or 6°, you fly a magnetic compass heading of 49/41° or 39/51° to maintain your "true" course of 45°. And so on across the globe.
However, over longer distances, you wouldn't really want to follow a rhumb line course, since it is not "the shortest distance between two points" - you would shift to flying a great circle course, with constantly changing true - and magnetic - headings.
GPS navigation systems can be set to follow true or magnetic, great-circle or rhumb-line, as desired. I've been on seaships where the captain announces "We are on a rhumb-line course of 080°" - and I would assume the GPS on the bridge guides the autopilot to a course that hits each meridian at the same angle, ignoring magnetic north and compasses altogether.