That's next to the field title. You could use a language string for the field title like MY_FIELD_WITH_ICON then translate it as follows.

'MY_FIELD_WITH_ICON' => 'ICON_HTML_HERE My Field',

Another option is to add it to the fields value instead of the title. This is done using the Layout parameters within Parameters > Layout while editing the field. Specifically in Profile Value Layout you'd have the following for example

ICON_HTML_HERE [value]

Alternatively you can use CSS to do a :before on the fields title element and absolute position a background image there. This would give exactly what you illustrated, but requires CSS experience.

Second, I'd like associate for every value (from a Cb Field) an image, is is possible even?

Yup, that's doable. Best way is to use the Layout parameters described above and replace the value output with substitution IF usages. Example as follows.

[cb:if cb_myfield="1"]ICON_HTML_1[/cb:if]
[cb:if cb_myfield="2"]ICON_HTML_2[/cb:if]
[cb:if cb_myfield="3"]ICON_HTML_3[/cb:if]
[cb:if cb_myfield="4"]ICON_HTML_4[/cb:if]

It gets a bit more complicated if you're using a multiselect though.