Select Manage icons from the Contributors drop-down menu as pictured below.
From the list of icon sets, choose the set that you want to add icons to, click on More and choose Add icons to set.
Next page is the normal upload page. Follow the instructions provided and you are good to go. In case you need more help, check out this guide on How to upload icons to Iconfinder.
Delete icons from a set
Select Manage icons from the drop-down menu as pictured below.
Find the icon set from which you'd like to delete icons and click on More and from the drop-down menu choose Tags.
Find the icons that you want to delete and click on the X button to delete the icon from the icon set.
If you change your mind, you can restore the icon at any time.
Read more about How to manage icon sets and families.