To change the toggle icon open the configuration screen for the widget and select the toggle. Then click the 'Change Icon' button and select the appropriate option.
For some toggles which use multiple icons (like volume, brightness...) you are taken to another screen, Icon theme Editor, where you can change those icons individually.
In case of battery toggle, you are taken to a battery theme editor, where you can customize the battery icon with number display.
Toggles which change state (on-off toggles, like wifi, gps...) can only have transparent icons. If you try to use a colored icon with these toggles, all the color will be removed. Colored icons only work with shortcuts