Or perhaps a generic Python ioon.  Is there a tkinter icon?  I think the default is just the Tk-supplied icon.  Also, there are platform differences.  AFAIK, on OS X the application icon cannot be changed while running; information about icon files is specified in the app bundle Info.plist.  For OS X framework builds, launching IDLE.app (for example, via double-click) results in an IDLE icon.  Opening turtledemo (or, for that matter, idle from the command line) causes the default Python icon to be used, from the Python.app bundle located within the framework.  Running tkinter apps with non-framework builds default to the Tk icon if no app bundle is used.  So, I think there is nothing to be done here for OS X but one needs to be aware of the platform differences when testing.