1. What intensity is the best to be set on Usb Block Erupters? What intensity is being set by default?
No concern - intensity is for GPUs only. Nothing to do with ASICs.
2. Is it normal that they show as Icarus?
Yes, you need to pass in -S erupter:all in order to have them detected as a Block Erupter
3. BFGminer doesn't show me the temperature, what to do to have it shown?
Block Erupters do not report their temperature.