have you followed the instructions?

you need to download it and unzip it, then simply place the folder in the /components/com_invoices/helpers/ folder

(no need to install via joomla installer)

have you done that?

I did now but nothing has changed, no PDF icon anywhere.

then probably it means that your Magic Quotes PHP directive is ON and it should be OFF for the dompdf to show up (and work).
can you check this?
also, be sure you're using PHP 5 or higher.

http://www.gveglobal.com/components/com_invoices/helpers/dompdf/www/setup.php here is the setup/config screen.

no, this is the DOMPDF configuration. you don't need to change this
I was talking about the PHP variable

magic_quotes_gpc = Off

of your php.ini file. this must be set to OFF but in your case it is most likely ON. can you check this?

(you can see this value in joomla backend->system information->php)