I don't think that is currently possible but I am happy for someone to prove me wrong!
They are possibly just using emojis (not the markdown type). If you are on a Windows 10 computer rename the notebook and with the cursor in the name field press Windows Key + . and pick one.
I have no idea how adding an emoji to a notebook name may affect sorting or what it looks like when the notebook is synced to a device using another os.
There could possibly be another method being used. When you see someone post a screen-grab where icons have been added ask them how they did it! 