Theme Options
In Theme Lambda you can embed Social Media Icons to your site in two different ways:
You can eiter use the Theme Otions or create a HTML Block using predefined shortcodes.
Social Media via Theme Options
Configurable Options
To access the configurable options for Theme Lambda go to Administration > Site Administration > Appearance > Themes > Theme-Lambda.
In the Theme Options you will see several textfields, one for each included social network. In those fields you should copy/paste the URL to your social network profile (i.e https://www.twitter.com/mycollege):

After entering the links you can choose where to place the social media icons: at the bottom of the page (footer) or at the top (header). You can also set up the color for the icons to fit in your site.
Position 'header':

Position 'footer':

Social Media via HTML Block
Blocks can be added to a page by turning editing on then using the 'Add a block' drop-down menu.
A HTML block is a standard block used to add text, multimedia, widgets etc to a site front page or course page. The title bar may be left blank if desired.
Shortcodes
Use the following lines to define a HTML Block with your social media links:
<address>...</address>
<i class="fa fa-mobile fa-lg"></i>...<br>
<i class="fa fa-envelope-o"></i> E-mail: <a href="...">...</a>
<h6>Connect with us:</h6>
<div class="social_icons pull-right">
<a class="social fa fa-facebook" target="_blank" href="..."> </a>
<a class="social fa fa-flickr" target="_blank" href="..."> </a>
<a class="social fa fa-twitter" target="_blank" href="..."> </a>
<a class="social fa fa-google-plus" target="_blank" href="..."> </a>
<a class="social fa fa-pinterest" target="_blank" href="..."> </a>
<a class="social fa fa-instagram" target="_blank" href="..."> </a>
<a class="social fa fa-youtube" target="_blank" href="..."> </a>
</div>

<address>308 Negra Arroyo Lane, Albuquerque, New Mexico, 87104</address>
<i class="fa fa-mobile fa-lg"></i> Phone: (007) 123-456<br>
<i class="fa fa-envelope-o"></i> E-mail: <a href="info@lambda-school.com">info@lambda-school.com</a>
<h6>Connect with us:</h6>
<div class="social_icons pull-right">
<a class="social fa fa-facebook" target="_blank" href="https://www.facebook.com/mycollege"> </a>
<a class="social fa fa-pinterest" target="_blank" href="http://pinterest.com/mycollege/mypinboard"> </a>
<a class="social fa fa-twitter" target="_blank" href="https://www.twitter.com/mycollege"> </a>
<a class="social fa fa-google-plus" target="_blank" href="https://plus.google.com/+mycollege"> </a>
</div>
The advantage of using a HTML Block is that you can place it to any block position in Moodle you want, even at the footer.