You can use the custom page editor (StaffCP -> Pages) and by clicking on the source button, you can enter HTML and CSS directly. Make sure you enable "Allow unsafe HTML" for the page when you do this.
When version 2.0.3 becomes available, there will be improvements to this feature to make sure none of your custom HTML gets removed by the editor.
As long as your Nameless version is up to date, Font Awesome 6 is built-in and you can use the free icon sets (search for icons here)
You should simply be able to add
<a href="/example">text goes here</a>
replacing /example with the link to your custom page, and text goes here with the text to display in the link.
It's not possible to link directly to a .tpl file.
Each .tpl file (usually) relates to a full page within the system, for example index.tpl is for the homepage, forum/view_topic.tpl is for viewing topics etc.
You need to link to the full page instead of the .tpl file, for example for the homepage.
May I ask what you are looking to achieve, in case there is another way to do this?
Please can you take a screenshot of the full error page, including the frames on the left hand side.