The documentation you found was for the 2009-2014 control system, which had a NXT port on the digital sidecar, so you could directly plug the sensor into the control system. The new roboRIO does not have this port, which is why the class was removed.
On the other hand, it is still probably possible to make the sensor work, because digital NXT sensors use the standard I2C protocol, which is supported on the roboRIO. You would have splice your own connection into a NXT cable and port the driver from the old control system (probably not that difficult).
You may also want to consider using a different sensor than a compass to measure orientation because of interference from the magnets in the robot's motors. You will likely only be able to get an accurate orientation reading when no motors are running on the robot. IMO, a better option is an IMU such as the
NavX MXP, or the
ADIS16448 (still available in FIRST Choice). I have not yet used either of these, but I have heard a lot of praise for the NavX. The ADIS16448 is new, but it is likely also very good.