Hi there - I had a look at the skinning documentation but I am not sure I am clear on what you mean.
Do you mean that you want to have the visual arrows that show there are menu items below the top level menu? OR are you looking to show icons with fly out menus in the sub menu?
You have to assign the menu items correctly as you can see in the ascx file that it has code embedded in there.
What version of dnn are you using?