Hello and welcome to PSG.
This is a very simpl icon made entirely with the Rounded Rectangle Tool!
Select the tool.
In the tools options bar,
Set it to Shape.
Select your color.
Turn off the stroke.
You will have to play with the radius, it's amount will vary depending on the width of the rectangle you make.
The good news is that for most of the icon, you can use the same rectangle over and over again, just copy and re-position.
Create the first rectangle.
Use Free Transform to position it. (Cmd/Cntrl + T)
Once you have it positioned, hit Cmd/Cntrl + J to copy.
Then Cmd/Cntrl + T > FLIP HORIZ > CLICK OK
Then use the Move Tool to move into position.
Go back to the Rounded Rectangle Tool and use the color fill on the 'Tool's Option Bar' (at the top) to change it's color.
The rest is just more of the same process.
Just remember, when you make a new and different sized rounded rectangle, use a new layer.
Here's the layers panel...
