For style adjustments like margins, paddings and color etc. you can define your own CSS classes. If you are new to CSS, then please have some beginner level course of CSS. Then you can customize your page styling in Mendix by applying your own CSS classes to different page elements.
Check this link in docs https://docs.mendix.com/howto8/front-end/calypso
Custom icons can be added. To use images/icons in Mendix, you need to import them in image collections and use image viewer to display them.
If you want to control it from CSS, you can place your images in your project directory theme folder. And set images/icons with CSS background-image property