How do you make arrows in Far Cry Primal?
Open your weapon wheel (depending on your key mapping on PC, L1 on Playstation 4, LB on XBOX ONE), and then highlight your bow. You will then have a "Craft" option showing up. Just press the corresponding control (depending on your key mapping on PC, X on Playstation 4 and A on XBOX ONE), and you will be able to craft arrows. Each one of those will cost you one piece of wood to make.