BBM includes emoticons that you can use in chats and when you change your status. You can insert an emoticon within the same line as your message. If you copy emoticons, for example from a browser, and paste them into BBM, you might not be able to see those emoticons.
Here are the emoticons that you can currently use in BBM.
BBM also offers stickers, which are larger and are sent standalone, separate from messages in chats.