I guess you mean these icons ?
Sorry mate those dont change automatically with the application of a theme . You are to do it manually, and one by one . The icons used there are Token
. Download it first, and extract all of them in a real location .
Now place your shortcuts on desktop, right click on one > properties> Change icon . A change icon window will appear . Now browse to the location where you have stored the token icons, select your desired one , and click ok. The change icon window will be disappeared now . In the main properties window click on apply , and then on ok. One icon is changed .
Do it for all all, one by one . Then pin those to taskbar .