Here’s a few tutorials that show how to do it.
https://amethystwebsitedesign.com/how-to-add-arrow-indicators-to-genesis-navigation-menus/
https://docs.cobaltapps.com/article/170-how-to-add-font-awesome-icons-to-your-custom-menu-items
https://www.billerickson.net/code/add-arrows-to-menu-items/
You may have to make some CSS adjustments if you need it to look a certain way, but these all should work by default.
If you want to try some other tutorials just let me know. There are a few different ways to do it.