Hello,
The Fontawese is available by default, you do not need to connect it via some code. Judging by your screenshot I see that you set the “Icon name” in the wrong way, there should be only the name without HTML tags. We have the example below the “Icon name” field of how the name of the icon should look in Appearance -> Menus: https://prnt.sc/klKKg9NBEfuv
Don’t hesitate to get in touch with us if you need further clarification on anything.
Kind Regards