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The arrow points to the corresponding hub flange, i.e. if the arrow points right the spoke should connect to the right hand flange. It's a bit confusing to talk about DS and NDS when you could just as easily flip the rim over and build it the other way around, or look at the wheel from the "front" and call the DS "left". (Unless your rim has got a directional brake track or something, unlike the one in the photo)
Posting a picture of your wheel might be most helpful
Thanks good tip. Unfortunately I have already built it and put the spoke in the hole indicated to the drive side with the sticker pointing to the right. Is that what it ends up being? I’m guessing it could be on the non drive side as well if the rim was fliped and sticker pointing to the left.