Most emoticons are supported out of the box; there are also several ICQ emoticon add-on packages that have versions of the emoticons you might like better. They are located here.
Typically, when you hover over someone on any service in the Adium contact list, you get the away message, etc. If the away message includes emoticons that work in the chat system that person is on, they show up as emoticons (e.g. if I have song quotes in my MSN away msg, I use (8) around them, which is a music note in MSN).