Changeing icon on RDS Remote App is possible only from Powershell.
Open administrative Powershell, import RemoteDesktop module and check first the current IconIndex and IconPath settings:
Get-RDRemoteApp -alias “MyApp” | fl
Then set the IconPath and IconIndex to the desired value. Found IconIndex counting the icons present on EXE,DLL,ICO until you reach the desired one starting from 0:
Get-RDRemoteApp -Alias “MyApp” | Set-RDRemoteApp -IconPath “C:\MyProg\MyProg.ico” -IconIndex 0
It’s possible also to change directly the .ico file you found on C:\Windows\RemotePackages\CPubFarms\CPubRemoteApps on the broker if you already have the icon on .ico format.