Some WordPress themes come with specific styles you can apply to your menu items to add icons or change the colors or styling. Such as my Office WordPress Theme which includes the ability to add classes for specific icons to appear in the menu links. In order to add these classes, WordPress has a built-in field called “CSS Classes” so you can enter 1 or more class names.
However, by default this advanced field is hidden from the user and it must be activated via the “Screen Options” tab in the top right corner. This video demonstrates how to enable the field so you can use it!