Hello John,
Thanks for asking. 
In case you are not using Header builder: Under Appearance > Menus select the menu that’s assigned. Open individual menu item and in Navigation Label enter the icon shortcode ex <i class="x-icon x-icon-user" data-x-icon="" aria-hidden="true"></i>. Here is a screencast that you can take a look. https://cloudup.com/czX73X5umde
Header builder: In that case you need to add few CSS under Pro > Theme Options > CSS. First under navigation element add a class name. https://cloudup.com/ci-IkONT7za
.menuitem > #menu-item-sample-9 > .x-anchor .x-anchor-text-primary:before{content: "\f000";font-family: FontAwesome;}
In above code you need to replace #menu-item-sample-9 with the menu id. You can use Google Chrome dev tools to find out menu id. You also have the option to replace class name menuitem.
If you would like to learn CSS, I am sharing few resources that you take a look to get started with CSS and an interesting tool that you can use to speed up the development process.
I recommend you to watch following video that will help you to get started with CSS.
https://www.youtube.com/watch?v=MFR4WXiLzpc
Sometimes it can get a bit difficult to find out the right selector to be able to write the required CSS codes. A handy tool that can help you in this is Google Chrome dev tools. I am sharing the resource that you can refer to get started with dev tools.
https://developers.google.com/web/tools/chrome-devtools/css/
https://developers.google.com/web/tools/chrome-devtools/
https://www.youtube.com/watch?v=tP_kXBJWPhQ&t=200s
Thanks.