Sunny took this compass from his dead friend's hand when he was a little boy(s01e01). Somehow he saved it through all the years. It was stored inside a box in his house near the barrack. It had a middle layer bearing the same design as MK's pendant: a city with radiating lights. Later he discovered that the pages inside the book from Minerva had a burnt hole that fit the compass perfectly, and once inside the burnt hole the compass started working. It was not clear what the compass pointed to. It can be assumed it leads to Azra.