Hi Tonio,
The icons in the widget titles can be created by adding the TD-shortcode for an icon to your widget title, like so:
[tds-icon name=fa-calendar-o] Calendar
You can find a full list of all possible icons that exist in the theme by opening up your shortcode-generator in a page/post editor (click the add shortcode button) and selecting the icons tab.
As for the menu-icons, you want to go to appearance -> menu’s. Then open up your screen options (top-right corner) and make sure that “css-classes” is enabled. Once you’ve enabled that, you can open up your menu items and you’ll see an input field for these classes. Use the name of the icon from the shortcode-generated icons (in the previous example, the name is “fa-calendar-o” and insert it as a css class for the menu item. The icon will then be called as a menu icon.
I hope this helps,
Kind regards,
Kevin