Okay, using Dennis_N's example I was able to create a desktop file (program launcher) for my application. It works! Only catch is it is a blank icon on my desktop (an empty space with the icon's name beneath it). Reading online, I understand I can add the "icon=" parameter to the desktop entry.
Buy where do I store the icon bitmap (or find it) to use?

The windows application I'm trying to start under wine is an Amiga emulator (WInUAE) and I'd like to make a nice icon that looks like the Amiga logo (or something). I don't know where to store that icon graphic so the "icon=" parameter knows where to look for it.

Thanks.

(PS: I know linux has its own native Amiga emulator FS-UAE).