Judy,
If you’d like to change out the icons you can. To make the site load faster, the social icons are in what’s called an image “sprite.” That means they are all inside one file.
The easiest way to change them out would be to use your FTP program to go to wp-content/themes/agency/images/ folder and download the social.png file. Then edit that file in a photo editor. Drop your new icons on top of the old ones making sure to keep their placement the same.
When you’re finished, save the file as social.png and upload it back to that folder. That will replace the ones that are used in the footer which are set in the theme options page instead of a widget.
If you’re using a plugin that has a widget for that and they have a spot for a custom icon URL, you should be able to enter one there and have it work, but it won’t replace the icons that come with the theme in the footer.
Good question about the featured images. In addition to adding the featured image, you’ll also want to choose the image “format.” That will let WordPress know that you’d like to have that image in the header.
If you have any trouble, let me know,
Bill