Changing menu icons

[simox]

how to get menu.ml to edit, and are all icons in single file

The menu.ml is a simple text file. You can edit with a text editor(Notepad).
I will show you the uploading procedure with an example. Shall we say, you downloaded the BlueDream icon pack(http://www.se-info.nl/tweaking/?page=icons〈=en&p=1). Unzip it, and you will get:
Bluewalkman.thm - a theme file; upload to Themes folder using SonyEricsson's file manager, My Phone Explorer etc.
menu.ml, and several*.png pictures starting with 'Icon' - upload these files to /TPA/PRESET/SYSTEM/MENU/ with XS++ or SETool2 Lite
BlueDream.jpg - do not copy anywhere. It is just a picture...