It is fairly easy to add an icon if you have the point.
Just view the javascript source of this page:
OpenLayers example markers page
OpenLayers examples page
An important part to remember is that if you use an icon you have to use .clone() on it if you need it to display more than once.
Code snippet from above example:
"...
var markers = new OpenLayers.Layer.Markers( "Markers" );
map.addLayer(markers);
var size = new OpenLayers.Size(21,25);
var offset = new OpenLayers.Pixel(-(size.w/2), -size.h);
var icon = new OpenLayers.Icon('http://www.openlayers.org/dev/img/marker.png',size,offset);
markers.addMarker(new OpenLayers.Marker(new OpenLayers.LonLat(0,0),icon));
var halfIcon = icon.clone();
markers.addMarker(new OpenLayers.Marker(new OpenLayers.LonLat(0,45),halfIcon));
marker = new OpenLayers.Marker(new OpenLayers.LonLat(90,10),icon.clone());
..."
Something like this on your point object:
point.transform(
new OpenLayers.Projection("EPSG:900913"), //from
map.getProjectionObject() //to
);
Of course you need to know what your points projection is.
There are plenty of examples out there.
Projections and OpenLayers.Geometry.Point in openlayers
Spherical Mercator - OpenLayers Library Documentation