You can find the setting under Appearance Customize Settings General Settings
Below are the options available in general settings.
Customizer Styles Location
Here you can set location for CSS output of customize settings.
Select ‘WP Head’ to print CSS direct in your page head section. (Recommended When Customizing Site).
Select ‘Custom File’ create a CSS file in uploads directory containing CSS output. (Recommended When Customization Done).
Here you can enable / disable Font Awesome icons. If you are not using icons, you can disable to increase page loading speed.