To add small icons next to pages or links in your menu, we recommend the plugin Menu Icons.To install this plugin, head to PluginsAdd New and use the search field to search for Menu Icons. Once installed, navigate to AppearanceMenus, click the down arrow to edit a page or link already added to your menu. There you’ll see a link, Icon: Select. Click Select to add an icon.
For more on Menu Icons, please see: https://wordpress.org/plugins/menu-icons/