We do not have a unique option to add an icon to the menu items. Instead, we use the icon HTML code. It's effortless. This is how to do it.
Edit any of the menu items to change its name. Paste the icon code before the item name. We will be using a home icon in this example.
To change the icon, swap out the "icon-home" with any of the icon names.
You will find the list of all icons under this link.