Wordpress provides an easy option to add Icons to the Menu labels or even just icon based menu items.For setting this just goto page Appearance >Menus and select the menu item you wanted to edit from the menu.
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Now in the Menu Item Setting panel you will find a field named “Select Menu Icon” if you click on that field you will find a drop-down present now you can choose from the drop down the icon you wanted to set.Save the menu.
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You have successfully added the menu icon to your menu.