Convert Icon Font to SVG
This is one way to convert an icon font to svg.
Make it a TTF
If you downloaded the icon font from the web, you may need to convert it to a format that is installable on your computer. These days, the web format is usually .woff2. You want something like .ttf. Use this converter at everythingfonts.com.
Next, install your font onto your computer. For a Mac, double-click the font file, and select Install. This will put it into your Font book.
Local Font in Figma Desktop
Next, you need any program that can export SVG. I chose Figma Desktop. It's important you use the Desktop version of Figma, because only it can access the local fonts on your computer (ie, in contrast with the figma.com version).
Open a new Draft. Make a new text box. Select the icon font from the text controls palette.
Now comes the trick of figuring out what character to "type" from the icon font so that you can see the icon in Figma. Again, in MacOS, you can open Font Book and browse the font. It'll list all the characters. When you find the one you want, you can right-click and Copy the character. Then, in Figma, paste it. You should see the icon in Figma.
Export the Icon
Depending on how you want to export it (because Figma gives you many options), you might want to right-click on the layer, Flatten and Outline Strokes. Then right-click and Copy As > SVG.
There are Figma plugins that allow you to optimize your SVG export, such as Advanced SVG Export. That would be smooth.
Or, if you have the SVG text as described above, you can paste it into an optimizer, such as SVGOMG.
Enjoy the vectors.