The problem is that it doesn't really train it - in a way it's the opposite. I've heard about someone using a belt which vibrated like that. After using it for a while they felt completely lost without it and lost all feeling of direction.
You actually need to let your brain do this for you, external input stops that. Though of course it would be nice with something like that, in general, if you could actually rely 100% on it.. which you can't, with GPS (in cities the direction may suddenly switch, for example, due to buildings playing havoc with the signal)