I have somewhat taught my border collie to do a lot of things, from Bang, Sit, Lay Down, Hug, Shake, Shake Fur, and even hold his tail in his mouth as he runs around in circles (very funny) (kinda taught himself to be honest) but I can't seem to teach him left and right.
I started by simply saying 'Right' instead of 'Shake', as he usually shook with his right paw, and then started using my right hand facing him, and saying 'left' instead of shake, and he started choosing his left paw when I said left, and right paw when saying right.
He still tends to always forget it, and can sometimes do the exact opposite of what I ask. I heard border collies are very intelligent and I do believe so, but it would be quite amazing if I could teach my pup to be able to walk left and right, shake left and right, and other such directional tricks. Also I have trouble teaching him how to speak.