How do i get the arrow above could, doorways,ladders, etc?

[-Nindoh-]

I know on the original it was the 'select' button, but how do i do it on a keyboard?

[Alucard]

It's whatever key you have set as the [ASSIST] button.
Check in the game Launcher's Options menu to see which keyboard key you have mapped to [ASSIST].

If you're still using the default Keyboard Key Mapping that comes with the game (which I highly discourage, they make almost no sense, it's better to just map them yourself to the keys you prefer) I think that it should be the Delete key.

This button is not only useful in the field to find your way but is also equally useful in battle.
You can press this button inside battles to make an extra description box appear, it's really useful since it will tell you enemy name's, spell decriptions, item descriptions, Limit Break descriptions and so on.
Give it a try, and you only need to toggle it ON once and it will stay ON for all other battles.

[-Nindoh-]

Thanks so much!

[The RedDragon |STK]

hope you're having fun smashing everyone and everything on your path to murder sephiroth! =P