What icons can I use for my menu and on the whole site

You can use all the icons of FontAwesome (version 4.7: https://fontawesome.com/v4.7.0/icons/) or those of the Feather Icons pack (https://feathericons.com/).

As an example :

The “text-primary” class will force the primary color (of your primary button option field).
If you remove this class, the color will simply inherit the color of its parent (ex. icons in menu will inherit from the color of navigation links).