is it under a folder? if it is, scroll to the icon, hit menu > move and move it to the folder. once you click it will be moved to the high level directory. if you are talking about the zen/dimension icons then on many themes you cannot change those. if your theme does allow you to change it (for instance the dimension L theme that comes stock with 4.3+) then just make it one of the first few icons on your main icon listing and it will show on the L listing.
The icons are in the applications folder, and I want them on the main screen. I can make a new folder on the main screen but I want to move the icons out of their folder onto the main screen
when in the folder, hover over the icon you want to move, select move from the menu and go all the way to the first icon, it will ask you if you want to take the icon up one level. Select it, and your icon will appear in your main menu, then move it around as you please