You can set the angle of a FlxObject to rotate it. By default, angle is 0, which is to the right.

// sprite's angle will be set to 90 (down)
sprite.angle = 90;

Demonstration

package;

import flixel.FlxG;
import flixel.FlxSprite;
import flixel.FlxState;

class PlayState extends FlxState
{
	var sprite:FlxSprite;
	
	override function create()
	{
		super.create();
		
		sprite = new FlxSprite("assets/arrow.png");
		sprite.screenCenter();
		add(sprite);
	}
	
	override function update(elapsed:Float)
	{
		super.update(elapsed);
		
		sprite.angle += elapsed * 30;
	}
}