Social Icons are managed via the Social Menu. At first, you need to make a menu with social links.

How to make the Social Menu via WordPress Menus?

• Social Menu will appear on Top Part of the Header. (Check Appearance > Customize > Theme Options > Header)
• First, go to the Appearance > Customize > Menus.
• Add the Link for social Menu(Use Custom Link to create this menu)
• In custom link, add link for Facebook Menu(www.facebook.com/username)
• Add the menu and follow the same steps for twitter, Instagram.
• Select the Social Menu for this.
• If the preview is fine, Click on Save & Publish to save the changes.
• You need to enable the social icons first to appear on the header.

If you are still confusing, check this Blog Post to know how to make a menu in WordPress.