I want know that... If I can change the icon and the color for this feature...

Yes you can.
1.) Search the "to top scroller" class at the source code
2.) Open the css/custom.css
3.) Insert your found to-top scroller class, like this and edit the style

.tm-totop-scroller {
bottom: 20px;
color: #444444;
display: block;
font-size: 14px;
height: 20px;
line-height: 20px;
position: fixed;
right: 20px;
text-align: center;
top: inherit;
transition: all 0.05s linear 0s;
width: 20px;
z-index: 1000;
}

www.joomlaplates.com/template-customizing
We are committed to help you with any type of support query, however we can't provide extensive help in terms of customizations. In general customizations may look simple but you will require solid knowledge of web technologies and programming skills to do them or hire a professional who can do it for you.

And how to change the arrow icon?

Search the scroller with Firebug and look to the css file:

O.O ok thanks