How do you integrate React Native Vector Icons into your application?

To integrate React Native Vector Icons, first install the package using npm or yarn. For iOS, you need to add the font files to Xcode by dragging them from node_modules/react-native-vector-icons/Fonts into your project, ensuring app is checked under 'Add to targets', and adding font references in the Info.plist file. For Android, modify the app/build.gradle file to include vector icons support. Once configured, you can import and use icons in your application with customizable properties like size and color, as shown in the example: <Icon name="rocket" size={30} color="black" />.