Windows exe-files have an icon by default.
Hello Winni, sorry if i sound like i want to fight, that is not my intention, but i do full disagree to above statement.
When you do not include either by project options or with a selfmade ".res", thats a compiled resource file that be linked into .exe resource section, a "MainIcon"-Entry, than Windows will take its default Icon for executable files.
For Graphical applications Lazarus add its blue-looking fist symbol, yes, but that does not mean that it is a must to use it

I added the 3 different windows icons that are not included in .exe, they come from a shell resource dll.