UPDATE:

Usenet is a wonderful public web-searchable archive of useful tutorials.
o As always, please improve such that all benefit from every thread.

The main thing left is to make icons with a transparent background
so that they show up well no matter what the screen color may be.

o *Tutorial for modifying icons inside common Windows system DLLs*
https://groups.google.com/forum/#!topic/rec.photo.digital/lAJV8OZdZjg
o https://i.postimg.cc/hPTCzbtc/icon08.jpg
o https://i.postimg.cc/HnrdTvww/icon07.jpg
o https://i.postimg.cc/SNJgdfKB/icon05.jpg
o https://i.postimg.cc/NFhjn4cd/icon04.jpg
o https://i.postimg.cc/76ZvXJdf/icon03.jpg
o https://i.postimg.cc/X7VKMQGM/icon02.jpg
o https://i.postimg.cc/43GKMY2Z/icon01.jpg

o *Tutorial for creating custom Windows icons from screenshots*
https://groups.google.com/d/msg/microsoft.public.windowsxp.general/xm6aHzaC-D8/uD1PLfk6DAAJ
o https://i.postimg.cc/cHVqvPPb/icon03.jpg
o https://i.postimg.cc/3N7ZdRSb/icon02.jpg
o https://i.postimg.cc/vHc2THz3/icon01.jpg

o *Tutorial with details to properly set {batch,shortcut,target} icons*
https://groups.google.com/d/msg/alt.msdos.batch/ndNW-4oDewY/iQzDf15OBQAJ

o *Tutorial to find all icons hidden inside common Windows executables & DLLs*
https://groups.google.com/d/msg/microsoft.public.windowsxp.general/-1nQdP8E_Yc/VILrouTSBAAJ

o *Where to find thousands of free open source mobile device related icons*
https://groups.google.com/forum/#!topic/alt.comp.freeware/0lQELGmVc0U

o *Examples of custom icons used for various Windows shutdown shortcuts*
https://groups.google.com/d/msg/alt.msdos.batch/ndNW-4oDewY/siPvrsBVBQAJ

o *Tutorial to get batch command shortcuts working perfectly on Windows*
https://groups.google.com/d/msg/microsoft.public.windowsxp.general/1PzeGP4KMTU/tTbcd9zxAAAJ

o *Here are over 250 Win+R Run commands to set your shortcut TARGET to*
https://groups.google.com/d/msg/microsoft.public.windowsxp.general/cc1lGn3ty0E/DH_FxVCjAAAJ

o *The unintuitive syntax to set a shortcut TARGET line to multiple commands*
https://groups.google.com/d/msg/alt.msdos.batch/azQbz6D_v0Y/zwvOqeCmEAAJ

o *What useful Windows shortcuts would you like to share with users?*
https://groups.google.com/d/msg/microsoft.public.windowsxp.general/80ZHKKFom0c/RN3V0Av6BQAJ

o *Quick tutorial for creating easy (Start Run) access to lookup files on Windows*
https://groups.google.com/d/msg/microsoft.public.windowsxp.general/5LxGOixwwWs/q8wVoJ3mBAAJ

o *Tutorial for setting up a well-organized consistent efficient Windows menu system*
https://groups.google.com/d/msg/microsoft.public.windowsxp.general/eWU-jOkFRtU/lkVU8yolBQAJ

o *Shortcuts with special icons to shutdown & reboot Windows on command*
https://groups.google.com/d/msg/alt.msdos.batch/ndNW-4oDewY/siPvrsBVBQAJ
etc.
--
Every thread to Usenet archives should help someone now & in the future.