Okay, you don't need any configuration editor or something to add new icon theme in MATE.
1. Create the hidden folder called '.icons' in your home folder. You can use the CTRL+H shortcut to show hidden files in Caja. Pay attention to the leading dot in the '.icons' folder name.
2. Download and extract your icon theme there.
3. Right click on your desktop and choose 'Change Desktop Background'. Open the Theme tab. Clich on the 'Customize' button. Click on the 'Icons' tab. Your icon theme should appear there.
4. Enjoy!

P.S. You should install the 'dconf-tools' package to get access to MATE configuration. The editor itself is called 'dconf-editor'