Before you export your game make sure it has a game image in File/Project Settings. There are a few programs that can do this but one way would be by Right Clicking "Teyyare" and add it as a desktop shortcut. Then Right click on the shortcut and select Properties / Change Icon. In here you browse to where your main exported game folder is located and find your "Icon File". Select this and save. Now you can add it back to your original game folder with the Icon added. This duplicates the original but there are programs that can do this with the original file.