I am not sure I understand. You have the pets in an active team and can't choose which skills you want them to use? What arrows?
Here is a picture showing how to swap a pet's skills.
As you can see, I have clicked on the first skill of the pet in the second slot of the active team. This makes a drop down menu showing both skills available. I can then click on which of the two I want to use.
Edit: Replaced the URL with the image.