ICSP and nRF24L01 - I do not understand!

You need to provide a diagram of the connections you are talking about. I don't want to make suggestions based on the wrong interpretation of your verbal description. Make a simple pencil drawing and post a photo of it. See this Simple Image Guide

Also post your programs

On my genuine Uno the ICSP header near the USB connector is for the Atmega 16U2 that is used to convert the USB signals to TTL signals for the Atmega 328.

...R