1) Bezier tool -> Create path that you want the arrow to travel
2) Select resulting path -> Go to Fill and Stroke parameters -> give your line desired width and start/end caps
3) Path -> Stroke to Path. Now you have the outline of what your path created as a path in itself!
4) Edit this outline as desired, e.g. to adjust the arrowhead shape and Union arrowhead to the line.
5) Apply gradients and other styles like on any other object.