If you want to use your own icon rather than the Stonefield Query icon (), specify the name of an ICO file for the Icon File property. For the web version, this is used as the icon in the browser. For the desktop version, it's used for Stonefield Query's dialogs.
In the case of the desktop version of Stonefield Query, note that this doesn't change the icon used for the application executable or for the shortcut on the user's desktop. You can use a resource editor to specify a different icon for the executable or specify the desired icon for the shortcut in the Properties dialog for the shortcut or in the installation script used to create a setup executable.
You have to distribute this file to your end-user's system. If you use the Publish Project function, the file is automatically included with the published files.