Optional you can install the Material Icon Theme by Philipp Kief https://goo.gl/cdQdDQ
If you want to change any color, you can use the setting workbench.colorCustomizations
to customize any current selected theme in your "settings.json" file:
"workbench.colorCustomizations":{
"activityBar.background": "#000000",
"activityBar.dropBackground": "#0c0c0c",
"activityBar.foreground": "#f8f8f2"
}