You can connect your social media accounts to the social media icons found on the right sidebar of your website by following these steps:
1) Log into your Wordpress Dashboard and navigate to the following section: Appearance>Widgets
2) Locate the widget called Primary Sidebar and click the gray down arrow to expand the widget area
3) Find and expand the widget called "Simple Social Icons"
4) Scroll down past the widget settings and you will see the fields where you can enter the links to your various social media profiles (if you don't want a particular icon to show up, make sure the address field is blank).
5) Click Save
Note: If your website has WP Super Cache installed you may have to click the "Clear all cached files" button at the top of the dashboard to clear the cache so your changes will show.