As for AROS Max, never tried it, and AFAIK it's very old now.
AROS Hosted, never tried that either, it's AFAIK an environment under Linux, and because of that it may very well cointain bugs not existent in AROS Native and vice versa.
Regarding Wanderer, whenever you open a storage device by double clicking it, you will only see items that has a .info associated to them, in order to see all items you need to pick menu item Window->View->All files.
Seems that Wanderer Prefs app do not have an option to set it permanently yet.
However i did "un-lha" an archive today into ram:, I could see the actual files (.info) in the shell but not in Wanderer, this is a little bit strange, Wanderer is a fascist ;-)
I have not yet myself tried to install any icon package yet, cannot tell you if those contain any installer app/script or anything, otherwise you might need to install them manually. If the Icon archive, when extracted, contain a directory structure like:
System
Rexx
Prefs
Prefs/Env-Archive/SYS
Utilities
Tools
Tools/Commodities
etc..
then you probably can just copy the whole directory structure into your AROS partion, you can do this by opening a shell and:
> copy YOUR_ICONS_DIR sys: all
where YOUR_ICONS_DIR contains the directory structure I explained above, be careful anything can happen though, considering bugs..