Hey Paz,
when creating the icon menu, be sure to input the portfolio tag slugs into the „Filter (Optional)“ field of the corresponding icons in the „Icon Menu“ tab of the Theme Options panel (please see the theme manual page 4 for a screenshot). You can find portfolio tag slugs in the “Portfolio -> Tags” section of the admin menu.
Please let me know if the above informations helps!
Sincerely,
Andrew / Satori Studio