Getting the output like you want it to be an be quite a challenge in drupal. This snippet shows you how you can add markup to your form labels in drupal 8.
use Drupal\Core\Render\Markup;
$form['my_element'] = [
'#type' => 'radios',
'#title' => Markup::create('<span class="title">My options</span><span class="fa fa-question"></span>'),
'#options' => ['option 1','option 2']
];