the category icons are located in:
components/coM_hotspots/views/default/hotspots/tmpl/default.php
the code that creates them is:
<?php if (HotspotsHelper::getSettings('hs_show_controllmenu', 1)) : ?>
<div id="hotspots-categories">
<div id="cat-back"><!--slide back button--></div>
<div id="hotspots-categories-inner">
<div id="hotspots-category-items">
<?php foreach ($this->cats as $key => $cat) : ?>
<?php
$path = JURI::root() . 'media/com_hotspots/images/categories/' . $cat['cat_icon'];
?>
<span data-id="<?php echo $cat['id']; ?>" id="cat<?php echo $cat['id']; ?>" class="hotspots-category-item hasTip "
title="<?php echo $cat['text'] ?>::<?php echo ($cat['cat_description']) ? $cat['cat_description'] : ' '; ?>">
<img border="0" alt="Tooltip" src="<?php echo $path; ?>" />
</span>
<?php endforeach; ?>
</div>
</div>
<div id="cat-forward"><!--slide forward button--></div>
</div>
Be careful when modifying this version, because currently the javascript is tightly coupled with this and you risk braking it if you remove it.