As far as I can tell, IconFinder supports vector graphics only when accessed through their webpage. I.e. the search term iconset:linecons-free-vector-icons-pack turns up vector graphics and raster images when used on the IconFinder website. However, IconFinder's programmatic access returns only raster images for the same search term.
In short, it is not possible to import these icons as vector graphics (because IconFinder's programmatic access only delivers raster images).