How can I select the arrow on image capture on mojave?

Those arrow "formats" are tied to actual forms to be uses, not free-form lines created by the pen and marker tools.

If you add a form from the menu behind the square/circle icon and have it selected the arrow menu items become active (as a matter of fact the form menu already offers an arrow as a template).

The yellow annotations are my "comments" here, the red ones are the results I added in a previous round of annotating. :)

Here I added a line first, now the arrow menu items are selectable. I chose one and the red line to the right turned into the arrow you see. You can also add an arrow directly from the form menu (not shown).

Oh, and btw, the added lines/arrows don't just have end points but also a middle "curving" point already, so it's easy to curve them.