All links, except the email one, must begin with http://, https:// or //. The email link must begin with mailto:. Leave the text box blank if you don't want to use the corresponding icon.
If you don't need Facebook or Twitter icons, remove the URLs that were put in by default.
Ex: teal, or #39CCCC. See this for nice color ideas.
Your buttons will appear just like this, wherever you place your code.
Grab your code
Copy and paste the code below into your theme.liquid file between the <body> and </body> tags. The buttons will appear wherever you place your code.