It’s unfortunately not a simple task:
There is an external link explaining the process.
You can also look into many of the classes in the source of the engine files ending in EditorStyle (.h and .cpp)
Though the best way would be to isolate your custom classes into a module. Then you can register the icons in a style file on a module level.
Look at UMGStyle.cpp that registers the icons en mass for most of the widget element classes (ProgressBar, Scrollbar etc).
It’s not an overly complex file to understand and you can pretty much clone most of the structure repurposing names and paths for your own asset types.