Has Arrow shown how Oliver Queen got his scars?
And is there an up-to-date picture of his scars that displays his new ones (like from Ra's)?
For San Diego Comic-Con 2014 (between seasons 2 and 3), TV Guide and Warner Brothers released a special "Arrow" edition of the magazine which included a page just about Oliver's scars. Since it was released prior to the battle with Ra's, it is missing any new scars from recent events, but it stands to reason that all scars left through the end of season 2 are included. It mentions 18 scar appliques that need to be applied.
Add to it, this second fan-compiled image and discussion on Reddit.
So, putting this together, we have
The arrow scar from Yao Fei is under the burn on his right shoulder. If you watch closely at the end of season 5 when he is back on the island fighting a guy (Konstantin Kovar), the burning plane causes a scar on his back and the one over the arrow one on his right shoulder.
Billy Wintergreen gave a fair few of them to him and the rest he accumulated over time from war wounds.