Not sure if it's included yet or answered before, but how to Setup Team for Arena 2vs2 or 3vs3 Fights?
In girl's profile screen, on top bar, there is a button
"AG" = add girl to team
or
"RG" = remove girl from team
Also, there's "IT" = item transfer
Also, in Hero profile, there is button
"Show PT"
from where you can see your team and also remove girls from it, '"RG" button again
So basically, you have to go to girl profiles to add them, but you can remove them from almost anywhere.
Girls have to be in your team not only for arena, but also if you want take them with you to NPC for training.
Slaves cannot participate in arena fights.
If this is confusing, suggestion on how to do this better are welcomed.