Robert,
If you see icons you like on a site (like Gameboomers) that don't come as a set, you can just right click on the icon and save it to your computer.
If they do come as a set, download it and then run a check on the file with Malwarebytes and your antivirus program before you open it.
I have a number of icons and animated gifs I've downloaded one way or another (I seldom use them though I do stick one in an email on occasion) and I've never had a problem with malware attached.
But if I don't like the look of a site that offers them, I'm outta there.
Gil.