Icons just work, you can copy paste any code from the dsfr documentation and expect things to work.
Whenever you add a new icon to your project, restart your local server. This will launch the npx react-dsfr update-icons script configured in the Initial setup (else you'll see a blue square instead of your icon).
But on top of that, all icons from Remixicon are supported.
You can go and search for a keyword:
Searching for "download" on remixicon.com
When you find something fitting, you can copy paste the class name ( starting with ri- ) and use it anywhere you would have used a .fr-icon-xxxx ! 🚀