I made my console application up in Visual C++ 2010,have a icon for it,but don't know how to place it.I know it's not important and that i can use additional software for that, so answer directly, i just want to know.
Thanks !

Add resource to your project.
Add icon to this resource.
Rebuild.
Look at your EXE file - it should have your icon.

PS. If you are running your console application from VS debugger, you will see default icon probably...

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