The steps in the image correlate to the steps below.
1. You could start with a curve defined by your start/intermediate/end points.https://github.com/libgdx/libgdx/wiki/Path-interface-%26-Splines
2. Sample a sufficiently dense set of points from that curve.
3. Extrude points sideways along the (average of 2 touching lines) normal vector of the lines and throw your initial curve and sampled point set away.
You now have the vertices to form the mesh for the curve that gets rendered.
4. You now need to build the indices and UV coordinates to make the mesh complete.
5. Generate the tip of the arrow-curve, the tip can be pre-defined and just rotated and glued onto the end of the curve.
[The uv-coordinates are the same for every segment of your curve, except the arrow, you need two areas on your texture => segment and tip]
6. Throw it at opengl with some overlay render mode.
I'm pretty sure there's some kind of tutorial on this already, maybe even finished code from some other project.