Want to make a paragraph style to add triangle symbols with opposite directions on both sides of t

If you mean a selection highlight, that's controlled by multiple levels of document construction, and (often) ultimately the reader itself, which uses a default or encoded visual highlight for a link.

As noted, you can just type the triangles in for each heading or link; no automated style needed.

A more 'automated' method might be to use a GREP search to find all heads of that style and then paste the triangle character and an en space at each end. It would take a script, I think, to keep from doubling that up on successive searches, but you can use "wetware" judgment to apply or pass on each heading found, or (a hack I often use in this sort of situation) run the replace/add search, then do a search for double examples and reduce them to one. (Does that make sense?)

And, if you want the triangles to be a different color from the head, a GREP style will handle that automatically.