Very simple.

Basically extract the zip containing the icons to your /Icons/ directory. A configuration file will come along with it.

Your icon directory (for this icon set) should look like this

/BotFolder/Icons/W3IconSet.ini
/BotFolder/Icons/W3IconSet/blizzard-starcraft.gif
/BotFolder/Icons/W3IconSet/blizzard-starcraftexp.gif
/BotFolder/Icons/W3IconSet/blizzard-warcraft3.gif
/BotFolder/Icons/W3IconSet/and so on...
/BotFolder/Icons/W3IconSet/WAR3/64.gif
/BotFolder/Icons/W3IconSet/WAR3/65.gif

The configuration defines the location of the icon. So the path is your decision unless you use the ones I already provided in the configuration file.

AFTER

Go to your /BotFolder/Configs/ and open up Main.ini (ALWAYS MAIN TO CONTROL ICON SET) and change IconConfig=Original to IconConfig=W3IconSet

And run Arctic Chat

Enjoy