I've found out that the applets use different icons than what comes in an icon theme. It says what the icon is in it's applet.js file. It's easy to find it, open the file and search for "icon-name" or "icon_name" and you should be able to find it.
These usually have "symbolic" in their name. These are also the same icons that are used in Gnome-Shell's panel
I believe that GTK3 applications should inherit the icon theme you set in system settings, but GTK2 applications need a bit more configuration.
You need to edit the file at ~/.gtkrc-2.0:
First, make a backup:
cd ~/
cp .gtkrc-2.0 .gtkrc-2.0.bak
Open ~/.gtkrc-2.0 for editing:
nano .gtkrc-2.0
Make changes to values as needed. The value for GTK2 icon themes is gtk-icon-theme-name=. If you wanted to change this to use the "Breeze" icon set, you would change the line to read:
gtk-icon-theme-name="Breeze"
The theme name needs to match exactly to an icon theme you already have installed (case-sensitive). Note the use of quotation marks.
Save CTRL+O & Exit CTRL+X
Settings should take effect the next time any GTK2 icons are called to load, or you can reboot the PC.
Best Answer
Globally:
/usr/share/icons/or in your home folder :~/.local/share/icons