There is a "Search all" button on the top-left, which allows to search icons across all collections.

This feature's results page lists icons without mentioning from which collection they are, so therefore without providing the licensing information...

I clicked on All Collections, searched for an icon and found a few, but then I wanted to view other icons in it's collection. I don't see a way to do that, or even figure out that icon's source. Also, the "Search Icons" box is cleared when I move between collections. No (obvious?) way to sort the collections by the number of icons.

^ irrelevant, I just realized I misunderstood parent comment when replying this.