Turn a bat file into exe and embed an icon.
Download this . . .
This is stand alone program so nothing installs.
Make a bat file. Here are a couple examples:
(To access a local folder)
@ECHO OFF
start "" "%userprofile%\Pictures\Gimp Work"
or
(To open a web site)
@ECHO OFF
start "" https://www.dropbox.com/h
Find an image you want to attach.
Probably remove the background.
Run it through icon software like Greenfish.
Attach this .ico file in BatToExe and convert.