Hello,
If I understand you correctly, you have SVG icons (and possibly other images) in your theme’s directory, and you’re expecting to see them in Media Library to use them in the post editor.
Unfortunately, WordPress doesn’t work this way.
The media library only tracks files that you upload from the WordPress dashboard. Files in your theme’s directory or uploaded anywhere by any other means (eg FTP) are not automatically tracked by the Media Library.
There are several plugins out there that can add externally uploaded files to the media library, but most f them scan the UPLOADS folder only. The Media from FTP plugin seems to allow arbitrary folders, but be careful with this, as the FAQ suggests that the files may be moved (not copied or merely synced in-place) under certain circumstances, and this may break image references in your theme.
Good luck!