How to make the arrow to follow the character's moving in minimap?

You must use GUIUtility.RotateAroundPivot: this function modifies the GUI matrix to draw GUI elements rotated at the specified angle around the pivot point.

Find the pivot point in GUI screen coordinates (y=0 means top), and set the angle based on the character forward direction:

 var arrow: Texture2D; // drag the arrow texture here
 var rArrow: Rect(10, 10, 110, 110); // rectangle where to draw the arrow
 
 function OnGUI(){
   var svMat: Matrix4x4 = GUI.matrix; // save the current GUI matrix
   // find the pivot and rotation angle:
   var pivot = rArrow.center; // get the arrow center point
   var ang = transform.EulerAngles.y; // get the character angle
   // set GUI matrix to rotate ang degrees around the pivot:
   GUIUtility.RotateAroundPivot(ang, pivot);
   GUI.DrawTexture(rArrow, arrow); // draw the arrow
   GUI.matrix = svMat; // restore the matrix to not affect other GUI items
 }