Here is code snippet to include SLDS and use of icon in salesforce lightning app.
<aura:application extends="force:slds">
<lightning:icon iconName="standard:search" size="small" alternativeText="Indicates approval"/>
</aura:application>
1. To include SLDS in salesforce lightning app we are extending force:slds at application level tag.2. To use icon we are using lightning:icon tag.
iconName - It is seperated by colon, value before colon show icon group and after colon show icon in that group. in above example standard is group and search is icon in that group.
You can find icon groups and icon in that group here Lightning Icon.
