How can I add this to the menu?

Hi,
I understand you are referring to the icons in the menu and where they are located, for this the easiest way is to use a plugin. Please check our documentation for how to do this – https://forum.tagdiv.com/how-to-add-icons-in-menu/
If you want to add icons without using an extra plugin, then you can do it as on News Magazine Pro where the icons are set using HTML and css https://imgur.com/C6U8BQ4 and those classes display the icons. Just make sure that you have in the header any element that is using an icon, because without it, it is possible that the HTML icons set with classes will not render on your website.
Thank you!