Ok I think am figuring it out, i would need to create the different shapes in photshop and then position them accordinly in the 3D space, when the camera is flying through.
There are dozens of ways to do this. Photoshop is not necessary at all.
Create a layer that has your black line. Lots of ways to do that including Stroke a path or build a masked solid.
Create another layer that is just your arrowhead.
Lay the black line layer over your map and use a mask (or another layer) to reveal the black line is sync with your audio track.
Add the arrowhead layer and set it to ride along with the revealing method. You can orient the arrowhead several different ways so it stays in perfect alignment with the black line; some are far easier than others. Precompose these layers and make them 3D and place them above your map so they cast shadows and react to camera placment. However, the black line with not have any thickness. That's a different project.
Just one simple method.
You can look up many AE tutorials for maps and travel routes.