I don't know, but I do know the yellow triangle always appears next to the active cell. If you select more than one cell, the active cell may be scrolled out of view. Use the scroll bar to scroll the worksheet so the active cell comes into view (and make sure you can see some adjacent cells around that cell). You should then see the triangle appear.
@Alepreguntas Now with two screen-shots to clarify. (please note I have changed the default color of the green triangles to orange in my Excel because I find that a more appropriate color for an error):