To add an arrowhead to the a line in Photoshop CC 2015, select the line tool in the toolbox. This will change the options bar, which is directly above the image you're working on.
Now this is the tricky part. Look for the tiny "sprocket"-looking thing, just to the left of the word Weight. There is a little tiny downward arrow there, click on it.
I have no idea why they decided to hide it like this, but they did. I just spent the last hour trying to figure this out, so I'm writing it here, as even the Adobe help can't tell you this, and searching on Google only gave me the previous versions, where it wasn't hidden.
I have no idea why they do this kind of stuff, but they do. I'm sure they're trying their best. And just to make you feel better, I've been using Photoshop since the '90s and the latest version is the most unstable, and worst-designed version ever. I'm sure the original designers of Photoshop are disgusted. Come on, Adobe, you can do better than this!
Hope this helps you.