Hello,
If you used the standard menu as theme default category menu then we have to use the icons in the menu items by directly putting the icon name inside menu item like if we want to show fa fa-home then we use “home”.
Also icon can be changed from Products >> Categories >> Specific category >> Icon to display in the main menu.
Screenshot: https://jmp.sh/NQAxjOJ
But as you are using an html block for your mega menu, you can directly use “List” theme element in Wp-Bakery and select your icon. You can add multiple list elements and add their different icons accordingly.
Screenshot for clarification: https://jmp.sh/jHI0grV
Best Regards.