To favourite (or bookmark) an icon, you need to click the hearth icon in the bottom-right corner of the icon. The heart appears each time you hover the mouse over an icon.
You can store all your favourite icons in the Favourites category under "My account" and access them later for the purchase. You need to be a registered user to favourite icons, that means that you need to create an account first.
Your "Favourites" category will look like this:
To un-favourite an icon, just click on the heart button a second time.