在Qt助手（assistant.exe）搜索关键字"Setting the Application Icon"就可以看到在各种平台设置Qt程序图标的方法。

Setting the Application Icon on Windows：
First, create an ICO format bitmap file that contains the icon image. This can be done with e.g. Microsoft Visual C++: Select File|New, then select the File tab in the dialog that appears, and choose Icon. (Note that you do not need to load your application into Visual C++; here we are only using the icon editor.)
Store the ICO file in your application's source code directory, for example, with the name myappico.ico. Then, create a text file called, say, myapp.rc in which you put a single line of text:
         IDI_ICON1               ICON    DISCARDABLE     "myappico.ico"
Finally, assuming you are using qmake to generate your makefiles, add this line to your myapp.pro file:
         RC_FILE = myapp.rc
Regenerate your makefile and your application. The .exe file will now be represented with your icon in Explorer.
If you do not use qmake, the necessary steps are: first, run the rc program on the .rc file, then link your application with the resulting .res file.
在VC下RC_FILE = myapp.rc这步操作可以省略。再将这个rc文件加入到VC++的项目中，然后设置它的<配置属性|资源|常规|预处理器定义>为如下：
“_WINDOWS, UNICODE, WIN32, QT_LARGEFILE_SUPPORT, QT_DLL, QT_WEBKIT_LIB, QT_XML_LIB,
QT_GUI_LIB, QT_NETWORK_LIB, QT_CORE_LIB, QT_THREAD_SUPPORT, _DEBUG”（ 这些参数的设置视情况而定）
然后编译这个*.rc文件，再编译vc项目。