I want that my html page loads faster as it can. So I'm trying to put all CSS styles into the same .css file and all JavaScript code to the one .js file. How my colleagues told me it makes web page load faster. I want to ask some questions about it.

* Just to be sure: Are my colleagues right? On which situations it's better to break CSS or JS code to the separate files?
* Question is: If I have a lot of small icons on my page, like "delete, edit, add", should I load image with all icons at once or each icon separately? If I'll load all icons at once, how do I select desired one, if icon's size is 40x40px?

Thank you!