Hello, I was also wondering the same thing, and with a little trial and error, plus some help from a previous post, I worked out how to do it for the ‘Spotlight’ theme. Maybe the same method will work on another Shopify 2.0 theme.
Go to Admin > Themes > Edit Code (from expanding the ... menu)
Scroll to the Snippets folder and add a new snippet called 'icon-whatsapp.liquid'
In this file, paste the svg code for any WhatsApp icon you want to use. I used one from Font Awesome.