You can find the feature under the Insert tab, just click the Icons button.
You can choose between different categories.
Select the icon(s) you want to use and click the Insert button.
Below you can see an icon from the Analysis category. The bars have been altered to a different color.
What do you need to do?
After inserting the icon right-click the icon and choose Convert to shape.
At first it seems nothing has changed, but click on a detail of the shape and you will see that you now can select individual parts of the icon.
Click the contextual Format tab and choose the Shape fill button in the Shape styles group and apply a new colour.
Add text
Once the icon is converted you can add text to the shape.
Here's an example of a shopping cart.
After converting the icon you can see that the wheels and the basket are individual shapes. I have adjusted the color of both in the example.
Now if you select the icon you can ungroup it and rescale if necessary. Select only the basket and
Right-click the shape and choose the Edit points option.
Apply 3-D formatting
You can take it one step further by applying 3-D formatting.
Right-click the icon and choose Edit shape.
So, to conclude icons can be edited to make them look better.
The supply of Microsoft is limited. There is no search possibility (although this seems to have changed in the 365 version).
On the internet you can find a lot of sites who offer free icons. I found the following sport series on Iconfinder.com.