Well, you probably already know that you can write html to the page using jQuery - that’s how you’re writing your ‘message’ to the screen in you original code snippet.
What you’re actually writing to the screen in that example is just some text, though. You can build whole HTML strings out and have them render on the page. For example, a jQuery snippet that writes an image to the page would look like this:
$(".icon").html("<img src=' + icon + '>");
Assuming you have an icon class to pin it to, and your icon variable contains the appropriate file location for the image.