Practice a lot with it but before doing that stay close in, say 75’-100’, and become comfortable with controlling the aircraft with the nose pointed away from you and the nose pointed at you. Get to where you can fly figure 8’s going to and from you, to the left and right of you, and be able to reverse directions. Learn how to do that in a coordinated manner, meaning you will use the left stick to rotate and point the nose towards the direction of travel.
It’s a lot of work but in developing that competency you’ll always be able to fly back because you’ll know how it got to where it is. As automated directional systems fail rather frequently with multirotors you never want to be dependent on them.
As for the green arrow, just push/pull the right stick the direction the arrow is pointing. It’s only purpose is to show the inputs needed to get back to you, not for navigating through an entire flight. If you want maps try buying Tuna’s UAV Toolbox.