how do you go to the setting icon using the icloud website

If you are referring to the support article About Security Keys for Apple ID - Apple Support that you posted from, there is no mention of iCloud.com or a Settings icon there. All mentions of Settings in that article are the Settings app on iPhones/iPads or the Settings menu item on a Mac.

If you are trying to do something else unrelated to that support article, note that with the recently redesigned www.icloud.com some of the things that used to be in "Settings" at iCloud.com such as Data Recovery are not at the bottom of the main iCloud.com page and some things are accessed by clicking your username near the top left of the main page.

iCloud.com > sign in > click your round icon in the upper right corner > select iCloud settings