Once you have an icon file, you must define that icon in your application's resource-definition (.RC) file by adding an ICON statement. The ICON statement defines a name for the icon and specifies the name of the icon file that contains the icon. For example, the following resource statement adds the icon named MyIcon to your application's resources:
MyIcon ICON myicon.ico
The filename MYICON.ICO specifies the file that contains the images for the icon named MyIcon. When you compile the resource-definition file, the icon images will be copied from the file MYICON.ICO into your application's resources.