Flexslider uses the arrows of its own flexslider family icons, if you want to change or replace with yours images you can do using following css.

.flex-direction-nav a:before {
    content: " ";
    display: block;
    background: url('../images/main-left.png') no-repeat center center;
    background-size: contain;
    width: 40px;
    height: 40px;
}

.flex-direction-nav a.flex-next:before {
    content: " ";
    display: block;
    background: url('../images/main-right.png') no-repeat center center;
    background-size: contain;
    width: 40px;
    height: 40px;
}

images are attached with article.