This is actually a lowlands Scottish term to walk to the left or counter-clockwise within a compass round.
The actual direction you move is not important to spirits or to energy, but traditionally most Trads walk withershins when they wish to dissipate energy, during the closing of a compass, and during such rites as the purification of a house.
A few Trads walk in the opposit direction. You should follow your tradition. If you have no specific tradition, use the more popular counter-clockwise direction.
The opposite of withershins is deiseal.
In the Southern Hemisphere (Australia, South Africa, New Zealand, etc) the opposite to the above information is true.