Generally in Ubuntu we can see similar type of folder icon, selected by the theme. But if you wish to set according to your choice, follow these steps:

• Right click on your folder and select Properties.
• Click on folder icon under Basic tab.
• Click on pen icon to open “Type a file name” in Select Custom Icon Window. You can hide or unhide the Location field by clicking on the pen icon of edit on the top-left side.
• Type /usr/share/icons in Location field and press enter key.
• Now browse to select an icon according to you and select the icon with extension like .svg, .png etc and click on Open.
• Finally click on Close.

Try it yourself.