New Xbox app

I dont have a pc and the web page doesn't seem to work properly on my phone

As of the moment, there isn't a way to change your icon through the mobile app. The only ways you can now is through a non-updated version of the app, through the system itself via USB, or through
the PC app.

Currently the feature is not available on the app.

I can't find it either. Perhaps it's only been released in the United States thus far? According to Major Nelson's blog:

http://majornelson.com/2012/12/11/over-40-new-apps-coming-to-xbox-new-apps-launch-on-xbox-live-this-week/

That link does state that the new apps coming are from now until spring 2013. SkyDrive is on that list.

the new xbox (Beta) app does not have the streaming feature. You need to keep using the companion app until the streaming feature is added to the new app.