It depends on what the steps are. Is it broken into 4 steps because that’s the process?
If there aren’t specific icons that are universally understood to represent each of your steps, it may not add any value.
To that end, an icon like a check mark to represent the step has been completed could be valuable. That would eliminate a question of “am I on this step or did I just finish this step?”
From your image, you seem to have a half way between step as well, so is 4 steps not accurate? Does are 4 = a success state or is there something more to do?
The answer I’m trying to propose is based on how your steps work in your application and that would help decide if icons are more valuable.