#1- Please try this css code
.single-product .connected_courses ul li:before{
content:"\e2a9";
}
If it does not display the icon then either you can install and activate font awesome plugin and it will start appearing.
Or download any book png image of your choice . add it to your media library and use this css code
.single-product .connected_courses ul li {
list-style-image: url(url of your image);
}
paste the path of image in this url function.
#3- I'll check and share xml file with you to import if it's possible.