Open HUD and find Advance setting - For gnome tweak tool.
Did you place your theme and icon on correct place?
This is manual step to change icon and theme using terminal on ubuntu.
Change Icon
Enable the default Faience icon theme with this command:
gsettings set org.gnome.desktop.interface icon-theme 'Faience'
For Faience-Azur:
gsettings set org.gnome.desktop.interface icon-theme 'Faience-Azur'
For Faience-Ocre:
gsettings set org.gnome.desktop.interface icon-theme 'Faience-Ocre'
For Faience-Claire:
gsettings set org.gnome.desktop.interface icon-theme 'Faience-Claire'
Change Theme
gsettings set org.gnome.desktop.interface gtk-theme 'Holo'
gconftool-2 --set --type string /apps/metacity/general/theme 'Holo'
#Replace holo-theme with your Folder theme name
http://penreturns.rc.my/2012/02/how-to-install-and-enable-faience-icon.html