How can i make a target arrow mouse in the middle of the screen that player shoot ?
If you’re talking about the crosshair (that little cross at the center of the screen, you could just display a crosshair texture at the center of your screen, with the GUI.DrawTexture function. Then, to make the player shoot in the direction where the camera is pointing, there’s some more code to do.
I suggest you to take a look at the fps tutorial:
http://unity3d.com/support/resources/tutorials/fpstutorial
This tutorial covers your question and some more advanced stuff and doesn’t really require much experience with unity to understand it.
Hope it helped, your question was quite generic, so I didn’t really know what you were asking for.