You don’t need to use a function: you could add the functionality you want just by hacking the plugin. You can always refactor later to move some things into functions.
Start simple. Find the place where the message is displayed to the user. Then, add some html there to display an image. Make sure you upload the image, then make sure you get the path to the image correct. I think that would be pretty simple.
I thought there was a “newmail.png” already included though? I don’t use the PM plugin, but if that icon is present, where is it displayed? If it’s not on the page you want, I would use the same method they use to display it, just on a different page.