I am using kde neon 5.15
I applied new downloaded look and feel theme but after applying it all of icons were disappeared.
I have no icons in any windows untill I changed it back to breeze.

You might double-check the icon theme used in System Settings -> Icons. One possibility is if the look and feel theme specified an icon theme which wasn't downloaded (though I'd have thought it should pull down the icon theme if it specified one). Another possibility is if the icon theme selected just doesn't have many icons.