I've had a problem like that before, here's my solution :
- Create a Sprite named "Arrow" and load it with an arrow image (google it or make it yourself in paint or inkscape)
- Set its origin to "left"
- Set its position to (x1,y1)
- Add action "Set angle toward position" and set the parameters to (x2, y2)
That should do the trick. A more advanced solution would be to create two separate sprites for the arrow's head and the arrow's body : "ArrowHead" and "ArrowBody", You would apply the above solution to the arrow's body, then simply place the arrow's head at (x2, y2) and set its angle to "ArrowBody.Angle".