We recently added some "step icons" functionality so that each step can have its own unique icon for display in staff and student scenarios. See Eye-candy - or something useful? We now have icons for course steps for details.

It is possible to have custom icons sets for clients. The functionality is there even though we are not yet currently doing so.

If you would be interested in this let us know - it is probably something that would only be available on higher level account plans (as there is a bit of work involved in setting this up for you) and it would usually require you to supply you own set(s) of icons (4 only if you just want to have one for each type, but 35 if you want one for each step). But it is possible - and we'd be happy to hear from you.