How to add new icon themes for your desktop

If you are not satisfied with existing icon themes available in your default desktop, you can add more beautiful icon themes from Gnome-Look.org

Follow the steps,

Download icon sets from gnome-look.org

Unzip the content and put in .icons folder in your home.

.icons folder is a hidden folder. To see the folder, open file manager View > Show Hidden FIles  

Right Click Desktop and open 'Change Desktop Background' option.

Select Theme  > Customise > Icons

You can find the icon set you put in the .icon folder.
Select it and close the window.