Final answer:
The constellation Sagittarius points to the center of the Milky Way with its “arrow”-like shape.
Step-by-step explanation:
The constellation that points to the center of the Milky Way with an “arrow” shape is Sagittarius. Sagittarius is often depicted as a centaur holding a bow, and the direction of the arrow from this bow points towards Sagittarius A*, which is a bright radio source located at the center of the Milky Way. This is not to be confused with constellations like Orion, which is known for the three stars forming its belt; Ursa Major (Big Dipper), which is part of the Great Bear constellation; or Cassiopeia, which is famous for its distinctive 'W' shape.