That's the big white "plus" sign you see once you choose a squad.
Later in this mission, when squads fall below six, you can call in reinforcements to fill the vacancies.
Let me just point out a few things on Mission 1 to help get you started. So just getting started with Company of Heroes? Congrats! This is a great game! And the cut scenes to Omaha Beach have to be one of the most classic (and intense) in gaming history!