If you put the new package into a repository that your computer uses, you can just do:
apprentice@host:~$ sudo apt-get update
apprentice@host:~$ sudo apt-get install icaclient
If you are on an amd64 machine, you first need to enable MultiArch, i.e.
apprentice@host:~$ sudo dpkg --add-architecture i386
apprentice@host:~$ sudo apt-get update
If you don't have a repository in which to put the file, don't use dpkg -i directly to install the package. Installation will fail, and you 'll have to install dependencies by hand.
Instead, create your own local repository and use that.