I added icons to splits of one game once. The icons are PNG files; and for the size, I fixed their width at 35px, and the height is different per icon (between 25px and 35px). I don't think the size matters; if you add larger icon images, then it will show larger icons on your splits.

What are you trying to do? Is something specific not working, or do you get any error message?

To set icons, you first need to open the relevant splits, and then edit them. On the splits editor window, double-click on the cell of the relevant split row and the "icon" column. It will open a file-select window where you can choose an image file. After selecting the relevant file, it will update the split and the icon will show in that cell.

You will have to save the splits in order to save your changes.

does anyone know where to get pokemon red icons?

@Pizza_Poohz You'll have to make them yourself. Spriter's Resource is a good place to start.