Hello,
Seems after this commit 
Replace images embedded in the sources with proper themable icons
https://github.com/geany/geany/commit/dabae1f94f13a85b672746aa0a177d3534048d9f

some icons were disappeared if you run Geany on Win32 Os. I found that wscript which was changed copies for
win32 only icons from  "hicorol/16x16/apps" dictionary, but icons for "build", "save all" & few ones are located in "hicolor/16x16/actions"
dictionary. I did a little fix, dont know if its a good solution but it works:

diff --git a/wscript b/wscript
index 4825f32..92acf5b 100644
--- a/wscript
+++ b/wscript
@@ -530,7 +530,7 @@ def build(bld):
     bld.install_files(template_dest, start_dir.ant_glob('**/*'), cwd=start_dir, relative_trick=True)
     # Icons
     for dest in geany_icons:
-        if is_win32 and dest != 'hicolor/16x16/apps':
+        if is_win32 and not (dest == 'hicolor/16x16/apps' or dest == 'hicolor/16x16/actions'):
             continue
 
         dest_dir = '${PREFIX}/share/icons' if is_win32 else os.path.join('${DATADIR}/icons/', dest)