Window & taskbar icons
On the "Projects" panel, in the "Files" > "Icons" folder, edit the icon images by double clicking them.
They should open in Construct's image editor just like a sprite.
The folder looks like this:
But on your project, there will be gear icons, instead of tiny owls.
These are the icons used in the title bar of the game window, and the desktop taskbar task button.
The "loading-logo.png" image is used when your game is just starting up and still loading. This is the icon that appears above that little blue loading bar on the black screen.
You can change the loader style (progress bar with or without icon, etc) in the Project's properties.
With the project selected, in the "Properties" panel, under "Configuration Settings", set the "Loader style" setting to "Progress bar and logo" to use the "loading-logo.png" image mentioned earlier. This may already be the default.
Hope that helps.