Welcome to Android Central! Where are you looking for the Settings icon? Is it no longer in the swipe-down notification shade or Quick Settings shade? Or in the App Drawer?
Did you previously have a Settings shortcut on a homescreen? If you did a factory reset, the homescreen resets to the original state (which probably didn't have the Settings shortcut). You should be able to find Settings in the App Drawer, and just drag and drop it to the homescreen.