Skill issue
The arrows indicate the sequence of gestures you need to perform on the corresponding square.
That is, you need to swipe across it in the necessary directions, in the sequence shown in the mini-game.
Alternatively, instead of swiping, you can press the corresponding keys on your keyboard - WASD and arrow keys.
There was a tutorial on this, if I'm not mistaken, or does it not provide enough information about it?