There is more than one single way to accomplish this. However, by far the simplest way is to utilize the Symbols Library.
Create a Single Arrow
- Open up the Symbols palette: Window > Symbol (Shift + Ctl/Cmd + F11)
- From the Symbols palette menu, choose Open Symbol Library > Arrows

- Next, choose the appropriate arrow from the Arrows palette to add to your Symbols palette. Or skip to 4

- Drag the arrow you want directly onto your canvas.
- Making sure you have your arrow-symbol selected, choose Object > Expand...
- Uncheck Fill and click OK

- Again, making sure you have the arrow selected, choose Object > Ungroup (Shift + Ctrl/Cmd + G)
- Deselect the arrow (Shift + Left Click). It should still look like the arrow is selected; however, all you have selected now is the bounding box that was created with the symbol. Press delete to discard the bounding box.
Duplicate, Mirror, Unite
Next, we're going to make a duplicate of this arrow that mirrors it then unite the two together to form the double-headed arrow.
- By far the easiest way to do this is to press Alt + Shift + Left Arrow Key. Now you should have a perfectly aligned duplicate arrow to the left of the original.
- Right-click on the duplicate, and choose Transform > Reflect... or go to Object > Transform > Reflect...

- From the Rotation menu, choose Vertical then press OK

- Now that we have mirror arrows, we want to unite them together to create one arrow: Move your arrows a fair distance apart while still overlapping.
- Open your Pathfinder palette: Window > Pathfinder (Shift + Ctrl/Cmd + F9)
- Click Unite*

- You now have a completed double-headed arrow.
- Using the Direct Selection Tool, you can now select the 7 points of one arrow, then, while holding down Shift, you can click on one of the points and move that arrow-head as far from the other as you need.

Create Perspective & Optional 3D Effect
Before you move or rotate the arrow into the position desired. We're going to add the perspective to it to complete the effect.
- Right-click on the arrow and choose Transform > Shear... or Object > Transform > Shear...
- From the Shear menu, check the Preview box to help figure out what angle would best suite your needs. Based on the image provided, I chose roughly a 20 degree shear angle.

- Now that this is complete, you can move, rotate, duplicate, reflect, etc, your arrow(s) into position.
Optional 3D
- Now that your arrows are in place... (I changed mine to red to show you mine are new as opposed to the yellow arrows)

... we can use the Effect > 3D > Extrude & Bevel... menu.
- From this menu, select the options that work best for you. For the Positioning I chose 10,0,0; and for the Extrude & Bevel I chose and Extrude Depth of 10pt.

That's it! You now have 3D arrows!