For the exe icon you need to use a resource compiler and code like (taken from koch.nim):
when defined(gcc) and defined(windows):
when defined(x86):
{.link: "icons/koch.res".}
else:
{.link: "icons/koch_icon.o".}
when defined(amd64) and defined(windows) and defined(vcc):
{.link: "icons/koch-amd64-windows-vcc.res".}
when defined(i386) and defined(windows) and defined(vcc):
{.link: "icons/koch-i386-windows-vcc.res".}