You can use the IShapes AddShape method. For the type, you can use AutoShapeType.RightTriangle.
Here is an example:
private void AddTriangleShape(SpreadsheetGear.IWorksheet worksheet, int iRow, int iCol)
{
SpreadsheetGear.IWorksheetWindowInfo windowInfo = worksheet.WindowInfo;
// Calculate the left, top, width and height of the button by
// converting row and column coordinates to points. Use fractional
// values to get coordinates in between row and column boundaries.
double left = windowInfo.ColumnToPoints(iCol);
double top = windowInfo.RowToPoints(iRow + 0.5);
double right = windowInfo.ColumnToPoints(iCol + 0.1);
double bottom = windowInfo.RowToPoints(iRow + 0.9);
double width = right - left;
double height = bottom - top;
worksheet.Shapes.AddShape(SpreadsheetGear.Shapes.AutoShapeType.RightTriangle, left, top, width, height);
}