In some of the games offered lately we have had to place our own desktop icons. As WhiteRabbit mentioned, we sometimes get the same icon for several games. Those icons can be changed to the one made for that game.
First you will want to make sure that there is an icon in the game folder. You can do that by right clicking on the icon that you want to change and then left click on properties. In the properties box click on find target. This will find the folder for that game and display all the files in that folder. Look for an icon file, you may need to set the view type to details, that is a menu option on the top of the screen. Look in the column labeled type, if there is an icon file, it is possible to change the current game icon to the icon in the game folder. Now close that display. The properties box should still be open (if not right click on the game icon again and click properties) now left click on change icon. In the change icon box there is a browse button, click that and find the game folder for the game you are looking for. It may be C:\games or C:\program files\ or where you put your game files. Find the game icon in the folder and double click or click once and at the bottom of the box click open. Back in the change icon box click OK and in the properties box click apply. That should change the icon for your game.
I hope this helps those that want to change their icons but are not sure how. There are also icons available on the internet if you want to find something a little more creative. ~~ HOSS