How to add a small picture to categories menu?

[bilmultimedia.dk]

Hello

 

I want to know if any one knows how to add a picture to the categories menu so that i for example could have an arrow in front of each category and maybe and line under each category name in the menu?

 

I can't find the file to edit, or at least the categories.php file wont work with the code that i use, what code should i use and were shoul it be added?

 

Thanks a lot

 

Kim