There are two ways to set a deadline
Option 1
You can add a deadline by typing the date directly in the column 'Deadline'*:
Option 2
You can add a deadline by double clicking on a task, summary task or milestone > Advanced > Deadline > select a date:In the Gantt chart a deadline is displayed as a little green arrow. When you hover over the green arrow the deadline date is shown. If the deadline is not met, the red exclamation icon will be displayed in the Indicator column. See example below. Hovering over this icon in MS Project will give you information about the issue at hand. *) To add a column: with your pointer go to the headers of the columns > right mouse click > Insert Column