By default, when you use MovieAsap Setup Wizard. It will automatically import demo data for you. But, in case you want to change it, you can do it easily.
This theme uses wordpress built-in menus feature which can be found in your WordPress Dashboard => Appearance => Menus.
If you want to add an icon. Just put it on Navigation Label. This theme uses Font Awesome and IcoMoon.
Happy using MovieAsap!