Setting application icon in Explorer?
Have you selected the icon for your application? (project properties > tab application > symbol and manifest > symbol)
The following example shows how to set a window icon.
By using XAML,
<Window
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
x:Class="SDKSample.MainWindow"
Icon="WPFIcon1.ico">
</Window>
By using c# code,
Uri iconUri = new Uri("pack://application:,,,/WPFIcon2.ico", UriKind.RelativeOrAbsolute);
this.Icon = BitmapFrame.Create(iconUri);
By using VB,
Dim iconUri As New Uri("pack://application:,,,/WPFIcon2.ico", UriKind.RelativeOrAbsolute)
Me.Icon = BitmapFrame.Create(iconUri)
For more info, refer this.