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Toward the direction of the air flow. In other words the air is being drawn into the furnace so the arrow should point at the furnace.
Because you set it that way
If your referring to the cooling portion of your central air conditioning the answer is no.
In a cycle!=)
Try looking where the return air duct connects to the furnace, if not there the next place to look is in the return air grille in the living space. Either way it is somewhere in the return air duct between the grille and the furnace.
Proper ventilation, and no leaks in the exhaust. Hopefully your furnace is also drawing outside air to the combustion chamber instead of inside air (the way that older furnaces worked).
I live on a slab (no basement) my air filter is inserted at the very top of the furnace almost close to the ceiling so should the arrow on my air filter be pointing up to the ceiling or down to the engine of the furnace?
Air gap
The arrow on the filter should point toward the furnace/airhandler, whichever you have, or in other words with the direction of the airflow.
add an in duct fan to boot the flow to the register , it will rob air from other areas, and you need to get/have access to the supplying duct to that register
your mom had it as a son
a person satnding in the way of the vents