the MSDN description:
hIconSm: Handle to a small icon that is associated with the window class
hIcon: Handle to the class icon.

But I still confused!

when I creat a window "WNDCLASSEX wc", I could always only see the icon load by the wc.hIconSm when excuting, where to find the big icon load by wc.hIcon?

Try pressing alt-tab. It might appear elsewhere as well, but I can't think of where at the moment.

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