Help with CSS to insert an icon to a li element

Ok, on this URL you can see that I have this course with a list of lessons inside each module.

All lessons have videos, but only some of them have also material (like pdf, ppt etc).

From the list, student cannot know if a lesson have material or not. He must click on each one to check that. I mean, he needs to go to the lesson's page to see if it has material or not.
Woothemes' Sensei (plugin I am using as LMS) does not provide a way to mark, on the lesson´s list (on the course main page), which, among them, have material.

Well, I will need to build that myself. I know some PHP, so I can handle the if statement to check on the list the ones I need to target (I mena, I hope I can...).

What I need now is a way to insert an icon (fa-file-text-o) next to each li element, to show our students that the lesson with this icon has material. (Please, refer to the attached file to see a similar solution provided by another plugin that I use IN A DIFFERENT WEBSITE).

I am assuming that I need to do this via CSS, but maybe jQuery is the way to go. I am not that good at frontendstuff, that is why I need some help here.