That functionality isn’t part of any of the themes as far as I know.
However the tab itself is created on line 263 of register-shortcodes.php in /includes/admin/ directory of the theme. You can change that line to look like:
$output = '<div class="tab $title"></div>'."n";
Now when you add titles to your tabs make the title a css class name which describes a background image. So lets say you first tab you give a title of imgDog. and you already have .imgDog in css described as a background image. So now your first tab would have a background image, and so on but it would have no text. This is done since there is no loop there to iterate +1 to some generic class name. Otherwise you will have to create the functionality programmatically.