Icons are mostly packaged in tar.gz or .ZIP file. Let's get a couple of them from http://gnome-look.org/: Square-Beam 1.0 and The Circle 0.2 and install and use them. Click on their respective download links and get the Square-Beam_1_0.tar.gz and TheCircle.zip packages.
Now, navigate to the /home/username/Downloads folder (or to whichever directory you have downloaded them to):
# cd /home/username/Downloads
Extract Square-Beam_1_0.tar.gz to the /usr/share/icons directory:
# tar xzf Square-Beam_1_0.tar.gz -C /usr/share/icons
# unzip TheCircle.zip -d /usr/share/icons
Next, open GNOME Tweak Tool and select one of them, say, Square-Beam