Hello Ricardo,
Instead of deleting all the files, please just comment a line of code of mega-menu.php. Comment the code of line 608.
Make this code new supermag_mega_menu(); to //new supermag_mega_menu();. http://prntscr.com/ey5350
After that install and activate the plugin name Menu Icons and to to appearance > menus and select the menu items and select the icon. http://prntscr.com/ey5307
Hope, this will help to solve your problem. After the menu saved, the icons will appear on front end like this. http://prntscr.com/ey53w3
Let us know if you have any further confusion.
Regards