At the moment you can't add custom icons (glyphicons) to your default (native) list for selecting on buttons and nav items. The best you can do is add a custom font to your css and use the classes you generate on buttons and containers. AFAIK not on navigation items. Not easy, some direction can be found at https://forum.mendix.com/link/questions/93359.
PS, if you mean images for on buttons etc, then just browse in your project explorer and add image collection. Then you can fill this collection with custom images and use those on pages and buttons. The downside to images is that the won't follow your styling as easy as svg glyphicons.