I'm not familar with that program but there should be a brightness option somewhere, then all you have to do is use a dark brush to fade out the edges. If you can't find the brightness option, you can always use a black brush with around 50 opacity and cover the entire image (be sure not to double click)
Yes, you can add layers to icons to make them darker, the tutorial of creating icons confirms that. I don't have the computer that I usually work with, so you will have to find it yourself.