You have several ways to send SPI to another plane :
1. With DMS Left Long you can Broadcast your SPI. Check your TAD and on the upper right you'll see SPI OFF which turns green to SPI ON. By doing this, other planes in the same group as yours will see half a wedding cake on their own TAD and a blue line coming from your plane to your SPI. They can hook it, slew the TAD cursor to it and set it as their own SPI.
2. This part will create the "red triangle" you are looking for. Hook the plane you want to send your SPI to by slewing the TAD cross to the plane you want and press TMS Up Short. Then you'll see SEND OSB to the right of your TAD. Press it, select your SPI, press SEND OSB again. A "NEW TASKING" will appear to the MFCD of the plane you selected, they will have WILCO (Will Comply) on the left of their TAD or CNTCO (Cannot comply) to the right, by choosing WILCO they'll see the red triangle. Then you can assign your wingman to it with selecting "Engage with" in the radio command.
At least this is how I undestood the whole thing and how I use it ingame.