The en_US locale is so common that GTK use the default style. You may find the default gtkrc in /usr/share/themes/Default/gtk/. Maybe in some other place if your Linux distribution is not Debian. That gtkrc is actually empty. So you can copy the content of some other locale's gtkrc in to this file, and just modify the font entry and the name of the style. That may work, although I've never tried that, because I use the zh_CN locale
By the way, ICEWM works fine with GNOME. So you may install the complete GNOME, and do such things more easily in pure GNOME way.
Good luck.