I checked out the git-repository (1.0a2pre) a few hours ago and have been trying some features following the docs.

Setting: I used the minimal files for css and js which I got after executing 'make' and the core jquery.min.js from js/ and copied the default theme images to my folder.

When using button icons no icons occured although images were at the right place.
After has been working with js/jquery.js I executed the google closure compiler creating a new jquery.min.js which helped.
Also http://code.jquery.com/jquery-1.4.3.min.js which is proposed in the docs does not seem to work with button icons.

Therefore I would suggest adding a compilation feature in Makefile which could look like:
@@Head -8 js/jquery.js > jquery.js
@@java -jar build/google-compiler-20100917.jar --js js/jquery.js --warning_level QUIET --js_output_file jquery.min.js

cheers