Setting the Application Icon on Windows
First, create an ICO format bitmap file that contains the icon image. This can be done with e.g. Microsoft Visual C++: Select File|New, then select the File tab in the dialog that appears, and choose Icon. (Note that you do not need to load your application into Visual C++; here we are only using the icon editor.)
Store the ICO file in your application's source code directory, for example, with the name myappico.ico. Then, create a text file called, say, myapp.rc in which you put a single line of text:
IDI_ICON1 ICON DISCARDABLE "myappico.ico"
Finally, assuming you are using qmake to generate your makefiles, add this line to your myapp.pro file:
RC_FILE = myapp.rc
Regenerate your makefile and your application. The .exe file will now be represented with your icon in Explorer.
If you do not use qmake, the necessary steps are: first, run the rc program on the .rc file, then link your application with the resulting .res file.