It makes sense to place enum into some logical order if for no other reason than for the sake of making sense of them. For example, would you have not put an enum of months with February after October? (rhetorical question).
In several langauges enums can be treated as having an order, much like the example you provide. For that reason it makes great sense to put them in logical or perhaps more correctly 'real world order'.
From the example you provide, not all cultures necessary take things in 'clockwise' order, in fact some cultures inherently use 'counter-clockwise' ordering. In these cultures you will find enums which represent things compass direction to be in 'counter-clockwise' order. Something such as months which do not have a clockwise/counterclockwise idea are still found in ordinal order.
Another consideration about order comes when you consider sorting. If you would sort North before East then that should be the order used to fall inline with default sorting algorithms that might sort things using the enum as the key.
When you write code you should take into consideration your own expectations or those who might use your code. If you know and expect your enums to follow clockwise order, then you should use that as best practice. If you are writing code to be used by people who typically use counterclockwise order then you may want to order them that way instead. It might also be argued that since most cultures use clockwise rotation then that is what you should use and rely on.
No matter what you do, some sense of order should be maintained and should be kept consistent across all your code, if you use clockwise, then use it everywhere. I wouldn't, however, do something like enum { North, South, East, West } as that has no typical ordering.