Here is a code example that you can use to a create a css triangle or arrow, whatever you want to call it, just by playing with the css border property.
If you need a border arround your box, no worries, you just need to add a second triangle and play with it’s position, you can see it on the second box.
Please find below more examples about you can achieve with css
If you want to understand how this css border trick works you should check this article.
Mr. Chris Coyer did it again, here is a lovely animation that explains exactly how the css triangles work - CSS Tricks - Animation CSS Triangles.