Yes, you can specify the icon using "Image" attribute of <MenuItem> tag:
<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>
See also:
http://doc.daypilot.org/menu/images/