Gotcha bud.
Go to your Game Files folder. (The one that shows you all the sub-folders like img, audio, game.project, etc...).
Here, locate the folder that says "icon".
Now, all you have to do is make an art piece that fits the dimension of that original "icon" image file that's already there, and replace it with your wanted icon file.
(I use MV, which for me was a maximum dimension of 128px by 128px).
As far as I'm aware, you shouldn't be able tell if the icon was replaced during playtesting, but once you finish your game and all that, the icon will work after deployment.
Hope that helped : )