Grettings,
   I'm a newbie. I had downloaded many icons from here. To name a few, Summer Collection, Pack Office digital....   But i don't know how to apply them...  

Welcome to CrXP the-hooked

You can find a useful guide regarding changing icons here

Have a nice stay

Hey, Grande here,

What you need to do is put your icons in a folder and not move them.
The go into a folders properties, change icon, then browse to wherever your keep the icons.
Go into that folder and there you have it.

 if theres anything else you eed ill be glad to help