Creating an Icon for Your Application
Open the Image Editor.
Open a New Icon File.
Choose a 32x32 pixel 16 color icon.
Create the artwork.

Save it to your Project folder.

Close the Image Editor.

Open Borland Project Options.
Select the Application tab and click "Load Icon." Navigate to the icon in your Project folder and Open the icon file.

Click "OK."

Done!
The next time you run your application the icon will apear.