Once your icon has been edited in the Icon Editor, you can download it directly to your computer.
Use the Download icon button on the top-right corner.

From the dropdown menu, choose the preferred format and size. The available formats are SVG (vector) and PNG. You can select from different sizes for the PNG format.

Read more about:
How to change the color of icons using the Icon Editor
How to work with fill and stroke color
How to add transparency to an icon
How to change the canvas color