When in the guide move all the way to the left so the channel name, with the triangle, is highlighted. Press info. If there's a white triangle you'll see a shortcut to VOD content for the channel. If there's no white triangle there's no VOD content.
The triangles bug me. The position and color (bright white, same as other text) make them distracting and add clutter to the guide. I can understand how this might be helpful to have but how about putting the triangle in the upper left corner of the channel cell and changing its color to vary from the other text.