Menu items support icons.

JavaScript

dp.contextMenu = new DayPilot.Menu({
  items: [
  {text:"Delete", image: "delete.png",  onclick: function() { dp.events.remove(this.source); } }
]});

ASP.NET WebForms

Specify the image URL using Image property

<daypilot:daypilotmenu id="DayPilotMenu1" runat="server" CssClassPrefix="menu_default" ShowMenuTitle="true">
  <DayPilot:MenuItem Text="Delete (CallBack)" Action="Callback" Command="Delete" Image='../Media/linked/menu_delete.png' />
</daypilot:daypilotmenu>