I installed a wall faucet and it got into the wrong direction because I had to tighten it well.
How I can make it point in the right direction?
Easiest is to add a SharkBite coupling before the threaded pipe end: Those couplings can rotate freely while connected and under pressure. (Consequently, you'll then need to anchor the hose bib.)
Much harder, but old-fashioned "right" way: Mark how much rotation is needed to get it straight. Unthread hose bib, heat supply line thread nipple until you can twist it, twist it exactly the right amount, then allow to cool before screwing hose bib back in.