Press g+g on your keyboard and select priorities. Click edit at the priority you'd like to give a new icon. Click select after the Icon URL:
Screen Shot 2016-12-26 at 16.27.06.png
If you have access to the images url (<your JIRA>/images/icons/priorities/) you could add your icons there. If you don't, you could refer to an http:// url as you can see from the description with the image path if you can.
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