You can follow the instructions from here to install the widget in your node_modules directory of your project where you will have access to all of the asset files. Here just copy your version of image files that you want to replace, then do your own build of your project.
For example to have your own version the SMS icon for the dropdown during MFA replace node_modules/@okta/okta-signin-widget/dist/img/icons/mfa/sms_38x38.png with your own icon that is 38x38 and give it the same name.