Icons are added as icon_rsources

    windows = [
            "script": "with_gui.py",
            "icon_resources": [(1, "myicon.ico")]

The same practice works as well for console and windows scripts. The resouce number does not seem to matter. Windows just takes the first existing icon.

/!\ if somebody knows how to add small and large icons, speak up...

Hm, doesn't the .ico file contain them?

does the resource number refers to the icon index in the .ico file (if containing > 1 icons) -- dody wijaya