seems to be not possible. I needed them for some automated workflow-start that i construct actually, and got 2 test projects for that.
In depth it seems, that an executable on Windows NT can contain ITSELF an icon. The MSDN on this documents that pretty accurate, for my uses here.
That makes obvious, that you cannot store an icon in a text file, what a .bat file is. But, whait... that fancy icons on your desktop - if we can have THEM in a .lnk file, we could store an icon an a link too?
Of course. Right click on the linked .bat file, and you can select your own icon!
Short story, but such a question comes up if you didn't work the most of the time with windows machines....