JUX Megamenu

This may sound really stupid, but I want to add icon to my menu's. I follow the documentation but where are the icon files actually located?

Dear blairsigns.
Thank you for using product our,
You can add icon for menu item by Font Awesome.
Please go to: fortawesome.github.io/Font-Awesome/icons/
and copy class of icon that want to add for menu item.
example: <i class="fa fa-home"></i>
Please copy as image 1 attachment. and It show in frontend as image 2
Hope it will help you.