Its not actually an icon it's a font.
I think most of it is referenced via
And the fonts used for the icons are located at:
/App_Themes/Default/Fonts/Core-icons.woff (also ...icons.eot , ...icons.svg and ...icons.ttf)
depending on your browser and the like it will pick one for you.
I think it's safe to assume these files are present for you (otherwise you'd better ask yourself what else you could be missing). So I think it could be an issue with your IIS not allowed to return these filetypes.
- So first check if all files are present
- than you might want to check the "MIME Types" module in IIS to see if it allows these types
The only settings in Kentico concerning file extension are I believe for use in the Media library, so shouldn't be a problem.
Hope this helps!