The icon that you have set in the Application tab of the project Properties Window is the icon that will be applied to the project assembly file. If you look into your project's bin
folder, you should see your icon on the executable file.
If you want to set an icon to appear in the title bar of your running application, then you need to set the Window.Icon
Property in the MainWindow.xaml
file.
<Window x:Class="Midas.MainWindow"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
Icon="FolderName/IconName.ico">
...
</Window>