If you are talking about the Red Diamond indicator that appears besides the task in MS Project professional, then it is not available in PWA.
The down arrow is available in PWA. Make sure you are selecting the right Gannt Chart format for your specific view.
And finally, a custom indicator could be easily built with a formula against deadline, if that is what you needd.

Prasanna Adavi,PMP,MCTS,MCITP,MCT http://thinkepm.blogspot.com