Hello,

To have the icon in the menu section above the menu items you have to add the font awesome classes in the backend in menu sections.

For this go to Admin Panel > Appearance > Menus .

To make the section to place the CSS classes appear you have to check the CSS classes in the screen options as seen in screen shot below.

http://image.prntscr.com/image/73df40b42c724926866f3dd2b2a2a8fd.png

Here in the particular menu item assigned to menu, you can see the section to place the CSS class. There you can place the CSS class and
you will have the icon in front end.

For more clear information please refer to below screenshot.

http://image.prntscr.com/image/3e61809bc7c44103a900c8f82b968865.png

The CSS class option is in the header section of the menu page.

Please have a look into the screen record below for the clear information:

https://www.loom.com/share/b6aaec44902d44bd9c82a50c8c36c76b

Hope this helps.

If you have any confusion further then kindly let us know.

Regards!!