In order to add a user role icon to users' thumbnails, you should take the following steps:

1. Go to Admin Area > Users > User Roles

2. There you will the list of existing roles, some stats on a number of users with this or that role, and a Label on avatar column with the No value for it.

3. You should click the No value. This will open the icon edit box.

4. Check the Display role label on avatar box. Choose the desired color, and click the Submit button.