You can go to TOOLS>CUSTOMIZE and select the COMMANDS tab. There will be a list to the left of all the menu options and by selecting the menu choice you will see a list of icons on the right that you can select for pop up tool tips, description on the bottom of the dialog, etc. Its basically a one-stop shop for all the command related icons inside SolidWorks.
Here are some links that might help you as well.
Take a look at Tools > Customize > Keyboard list.
Thanks guy - you are my help file
I'll pry a little more. Is there a place to find "feature" and "mating" icons. One of the links that Scott had provided had some (the basics) but not all of them. I remember the first time I saw the "shared" feature icon in the feature tree for a sketch (the icon with a hand held out with a sketch in it). Holy cow! It took me forever to find the meaning of that one. Stuff like that is what I'm really looking for.
Found as the first hit by searching "mate icons" in the web help.