[docs] Improve material icons installation instructions (#20290)

docs/src/pages/components/icons/icons.md

@@ -17,9 +17,33 @@ Material-UI provides icons support in three ways:
 
 Material Design has standardized over 1,100 official icons, each in five different "themes" (see below). For each SVG icon, we export the respective React component from the @material-ui/icons package. You can [search the full list of these icons](/components/material-icons/).
 
+### Installation
+
+Install the package in your project directory with:
+
+```sh
+// with npm
+npm install @material-ui/icons
+
+// with yarn
+yarn add @material-ui/icons
+```
+
+These components use the Material-UI SvgIcon component to render the SVG path for each icon, and so a have a peer-dependency on the next release of Material-UI.
+
+If you are not already using Material-UI in your project, you can add it with:
+
+```sh
+// with npm
+npm install @material-ui/core
+
+// with yarn
+yarn add @material-ui/core
+```
+
 ### Usage
 
-Install `@material-ui/icons`. Import icons using one of these two options:
+Import icons using one of these two options:
 
 - Option 1: