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It's not in the AdWords interface to set up and icon and I have never seen an icon by an AdWords ad.
(XXX is the domain name for whom the ad is being shown, the graphic is 16x16 and the advert is an otherwise normal advert)
So - how do we get them?
I took a screenshot of one if anyone needs clarification, just give me an sticky.
I am finding it odd that no one knows how to add them or is this a special setting most accounts do not have?
You have sharp eyes there, blaketar! And you've spotted the results of limited test which is currently underway.
I have no details, though, as to when (or even if) this might become more readily available. When I do know more, you can bet I'll post about it here.