I don't know if there are any experts here, but a few of us use it and are somewhat familiar with it.
There's really no shortcut involved with learning any chess GUI. It will take some time to learn. The Help files aren't super complete, but there IS a LOT of information there.
I'd suggest that you start out with reading through the Help files, and as you're reading about certain features, actually go into the menu system and change settings, activate features, and actually play with the features as you read about them. That's what I did, and I think that's a great way of learning about the GUI.
If you can't figure something out, ask the question, and one of us might know what to do.
Regarding engine depth, I really don't pay much attention to that. I really only look at engine depth to reassure myself that the engine is running approximately correctly. In other words, if the engine is struggling to make it to 3 or 4 ply, then I know something is drastically wrong. But if it's hitting 12, 15, or 20 plies fairly quickly, then I figure it's probably working OK.
As far as arrows are concerned, I think you can specify that the GUI show arrows during calculation and analysis for the expected move, but I don't think you can manually add arrows wherever you want. (You might have been seeing Fritz or Chessbase when you saw those arrows.)
well i am currently using arena3 GUI but the thing is that i dont know much to do here, what i know lil is that to flip board that to make engine play tournaments and to load engines, i follow up some forum topics in which the members talked about engine depth and all, how do you increase or decrease that? well how is engine depth helpfull?? it is not only my question but i want to know how can i get maximum benifit from this GUI,
i saw youtube video in which the instructor uses arrow sign in his board is that possible with arena too?? and how please share your knowledge on arena3, eagerly waiting