First, In System Preferences, under International, in the Input Menu tab, check the box next to the Unicode Hex Input method.
Then, to enter the symbols, make sure the U.H.I. method is selected (use shift-command-spacebar to switch to it, if necessary) and then hold down shift and option while typing 2190, 2191, 2192, or 2193 for left, up, right, and down, respectively.