Hi FrancescoP94,
I checked in the latest version i.e.
16.14.1 and this option is available in PowerPoint 2016 for mac.
To insert an icon in Office 2016 for Mac, click
Insert>Icons. Scroll through the icons or jump to a category by clicking the name in the navigation pane at the left.
Choose an icon and then click Insert at the lower right.
To inset SVG, go to
Insert > Pictures > Picture from file to insert your SVG images.

For your reference:
Insert icons in Microsoft Office
Since you mentioned, you can’t find the
Icons option in PowerPoint, I would like to collect following information for troubleshooting:
- Please provide the version and build of Excel application. To check, in
PowerPoint, go to the PowerPoint menu and choose
About PowerPoint.
- Provide the screenshot of Insert tab.
Thanks
Neha