Application Icon
The application icon is usually displayed on the main window of the application, and it can be controlled by setting Application.Icon
To change the icon of the executable itself, it is necessary to emply a platform-dependent technique.
Setting the Application Icon on Windows
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Setting the Application Icon on Mac OS X
Under Mac OS X it is necessary to set an icon for the Application Bundle. This is done by adding a field to the Info.plist file, like this:
<key>CFBundleIconFile</key> <string>iconfile.icns</string>
Where iconfile.icns is located inside MyBundle.app/Contents/Resources
You can find instructions to create an icns file here
Setting the Application Icon on Linux
Under Linux application icons are located in special directories which are different on each Window Manager. The structure inside that directory, however, is standarized and described on the Icon Theme Specification
K Desktop Environment (KDE)
You can find the directory for application icons for use by all users and for each user using the command:
kde-config --path icon
This should print a list of colon-separated paths to stdout.
GNOME
You can find the directory for application icons for use by all users and for each user using the command:
gnome-config --datadir
This should print a path to stdout, inside which is found a directory called pixmaps that attends to the Icon Theme Specification.