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One file per size, named icon_<size>.png.
It contains AppIcon.iconset/ with all ten sizes, plus icon.svg and icon.json. To build an .icns, run this in the folder you downloaded it to:
AppIcon.iconset/
icon.svg
icon.json
.icns
It contains MenuBarIconTemplate.png (18 pt tall), its @2x version and an SVG. Only their shape matters: macOS colors template images to suit a light or dark menu bar.
MenuBarIconTemplate.png
@2x
Copy both PNGs into the app bundle's Contents/Resources, then load the image by name. The Template suffix marks it as a template:
Contents/Resources
Template
button.image = NSImage(named: "MenuBarIconTemplate")