First, open the Finder by clicking in the dock:
or by pressing Cmd+Space, typing Finder.app, and pressing enter:
Next click Applications in the tabs on the left:
If you don't see it there, press Cmd+G, type "/Applications", and click Go:
Scroll until you find Marvin.app, then select it and press Cmd+I:
Drag and drop your .icns file onto the indicated thumbnail to change the icon:
Enjoy your new icon!
How to generate an icns file
If you have homebrew installed, you can use
brew install makeicns). Alternatively you can use an online converter like https://cloudconvert.com/ to generate an icns file. Choose png to icns and add a 512x512 or 256x256 png.