Source files = if you want to make your own (not using Figma). This is a template (Photoshop or vector file, can't recall).
Icons = It's just a folder, with subfolders, containing all the icons in various styles. Extract this folder some place like in the Elgato directory (doesn't matter, just easier to find where you saved it). Then when selecting the function icon in the Elgato software, just browse to the directory & icons you want. (the Elgato software will store the image, so the software can use it even if the original image is deleted. Until you remove the shortcut or change the image of course. As far as I'm aware, at least that is how it should be.)
I'm confused about the compressed folder part. Windows can open it/extract it/copy/move from zip folder. For other archived files I use 7zip. The Stream Deck doesn't use archived files, that would be weird. And I can't release every single image as a separate mod now can I. I'd be the No.1 mod releaser here instantly xD
Hope this helps. GLHF!