In Vaadin 8 you could set an icon on a Tab (of TabSheet):
tab#setIcon(...)
In Vaadin Flow (currently using 14.1) i cannot figure out how to set an icon in a Tab (of Tabs). It is not part of the API?!
Update based on answer Steffen Harbich.
Tabs#add(new HorizontalLayout(icon, new Text(text)));
However, the result is visually not very appealing and needs some tweaking.
Second update There is a better way to do this, and this one looks great!
Tab t = tabs.add("Help", () -> { ... });
t.addComponentAsFirst(VaadinIcon.QUESTION_CIRCLE_O.create());
This is consistent with the way an icon is set on a MenuItem.

