i assume, you want that your executable binary is shown with an icon in the windoze explorer
then it works with console projects the same way as with GUI projects, just edit a .rc file
for example: myconprj
myconprj.rc
aaaaaaaa ICON "myconprj.ico"
then add this file to your project.
when you are building your project, the resource compiler is atomatically invoked and creates a myconprj.res file,
which will be linked to your myconprj.exe file.
i used aaaaaaaa as iconname, because the icons are sorted alphabetically internally in the res file,
and if you use other icons too, this one will stay as the first icon which is found in the exe file and
this first one will be used to be displayed in the windoze explorer.