There is no built-in way to do that, but it can be done using CSS. I don’t really know the CSS that would accomplish that, but if you know CSS or know someone who does then you just need to examine the HTML source of the page after the download link appears and then figure out what CSS to use to do it.
The plugin authors, M&S Consulting, have some examples on their website and it looks like they’ve got some CSS that they give you that appears to display a download icon from what I can tell. However, all of their examples give an error when you press the Submit button, so you can never get the download link to appear (and thus can never see what the CSS would do as far as displaying a download icon). But, it might work for you as-is. You could just grab that CSS and put it in a stylesheet and see what happens .. might work, might not. This is the page I’m talking about:
http://www.mandsconsulting.com/vendor-solutions/products/wp-email-before-download
Just to add a little more info, the link (the a href) with the title of the download has 2 classes on it. One is “download-icon” and the other is “icon-button”. So you can use one of those as the target for some CSS that puts a download icon next to the link somehow.