One way...
Download a suitable PNG file arrow from the Net. Click here.
Bring it into VP with ADD FILE and place it on the overlay track (next track up) above the video where you want it to appear.
In the time line, click on the overlay arrow clip FX icon, then click the chevron to the right of the VIEW button (under the preview window). Click "text + background."
Now, in the effects box, click the green + sign, far-left on the toolbar, and manipulate the arrow with SCALE, ROTATE, POSITION, etc. to get the desired effect.
When satisfied, close the effects box.
