Hi MPerakis,
Thanks for trying out Menu Social Icons! However, there are no plugin settings to configure, so that's why you're not seeing them!
There are two things you can do to set the plugin up and modify behavior:
1. Set up your social links under any menu in WP Admin > Appearance > Menus.
2. If you'd like to change behavior, add any of the listed filters to your functions.php file in your theme. You can find the filters in the plugin readme and on the plugin descriptions page.
Hope that helps. Have a great day!