I don't think there's a way to set the icons through rockbox, you need to write a .cfg file on the PC.
something like this:
iconset: theiconsyouwant.bmp
viewers iconset: theviewericonsyouwant.bmp
This .cfg will tell rockbox to get the specified bmp's from .rockbox/icons.
Alternatively, there is a zip on the gallery that you can just extract to the root of your player which installs all the icons, along with .cfg's to set them.