Daniel Faraday carried a sextant with him to the Island in his backpack. Faraday showed other survivors the sextant while notifying them that in order to leave the Island by sea, he would need to calculate a new bearing, and to do so, he needed to determine where the Island was in time.
Daniel looks at the sextant. ("The Lie")
At nightfall, Daniel held the sextant again, forlornly, but was not shown to be making use of it.