I believe it should turn clockwise. Doesn't clarify in the manual, but that's the standard direction.
You need to apply pressure WHILE turning it in though to get it to turn in. The reason that this differs from the brakes you've dealt with is that rear brakes need to do the job of both parking brake, and regular brakes. This can be accomplished by either parking brake shoes inside the rotor, or by rotating the piston outward to apply pressure onto the pads. The former is more common on large vehicles, with the latter being more common on small diameter rotors/small vehicles.