Yeah, I can do the layers, but where to get the arrow image?
If you use the line tool in photoshop you can have it add arrow heads at one end, the other end or both.
EDITED TO ADD SPECIFIC INSTRUCTIONS ON HOW TO FIND THE ARROWHEAD OPTION:
I don't know how your photoshop is laid out, but in my version of photoshop, I get a toolbar at the top of the screen when I click on the line tool.
That tool bar has a number of shapes and the "line" is selected. To the right of the 'line' is an ameoba looking shape (the 'custom shape tool') Directly to the right of that tool is a little triangle pointing down. That triangle is the drop-down menu for "geometry options". Click on that and you'll get your 'arrowhead options'.