being able to see your icon on an mp session is down to the server settings
and the ability to see your waypoint (yellow box) is down to the waypoint settings in your mission
to create a similar system within a mission to mark the position of your unit
create a "dot" or "marker" marker and name it "U"
then have this simple script run from the init.sqs
eg
[] exec "playermarker.sqs"
;;Playermarker.sqs
?!(local Player):exit
#START
~2
"U" setmarkerpos (getpos Player)
goto "START"
a marker will simply be setpossed to the players position on each client every 2 seconds
markers are local to each client, which means that you only need 1 marker and your version of that marker will be setpossed to your position on your machine and nobody else will see your position