You may use truetype symbol of arrow for a line e.g. this way (unfortunately, the arrows are along the whole line not only at line begining ):
SYMBOL
NAME "arrow"
TYPE truetype
FONT arial
CHARACTER ">"
GAP -25
END
then
LAYER
...
CLASS
STYLE
SYMBOL arrow
SIZE 20
POSITION CC # you may play with (LC, RL, etc - similar to label
position) it to achieve different effect - try it
STYLE
END # class
END #layer
