Yes, usually you need to calculate the pressure for a wind perpendicular to each orthogonal building face. Not only do you need to consider directional effects but the terrain in different directions might vary considerably.
There will be a procedure in BS6399 for buildings orientated at some angle from the cardinal directions (not all buildings are orientated perfectly with North!).
Not familiar with BS6399 specifically, but usually this involves calculation of the cardinal directions and then interpolating for the maximum value over a 90 degree sector (45 degrees either side of the line perpendicular to the face being assessed).