Do you mean from Noun Project? I wouldn't do that (for a couple reasons). The main one, is that I want to always be able to link back directly to the creator's repo and license. It gets a bit meta when people start collecting icons from other 3rd party sites. As for whether it's allowed, I think it depends on the specific license. For example, some licenses may not allow for redistribution generally, but then may grant a special license to a provider (for example, like Noun Project). So then, you may find yourself violating a license that you didn't even know about.

So the rule is, I'll only include icons that have licenses that specifically allow redistribution and attribution, and I'll almost always link back to the repo. The exception is some sets aren't hosted through GitHub or GitLab, so I'll link back to their respective website.