Permission needed to change icons of native Apple apps

1. Turn off your Mac.
2. Boot it in Recovery Mode by holding down ⌘-R until the Apple logo with a progress bar pops up.
3. Click "Utilities" in the menu bar, and select Terminal.
4. Type the command "csrutil status" and press Enter.
5. If enabled, type "csrutil disable".
6. Press Enter.
7. Click the  in the menu bar and select Restart.
8. Now, the copy and paste method should work.

For more detailed instructions, check out http://hashbangstar.net/blog/changing-icons-in-el-capitan

You can also download a program called Liteicon from http://www.macupdate.com/app/mac/24764/liteicon

You still have to do steps 1-8 but it makes changing icons super easy! You can also easily change the Finder icon and Trash Can by using the drag and drop method.