Default value:(if (eq (delivery-value :console) t) nil :default)
Windows only: The name of a file containing the icon to use, in Windows .ico format, or nil (meaning no icon -- not recommended except for console applications) or :default (which uses the icon from the LispWorks image).
Note:
to achieve the same effect on Mac OS X, do not pass :icon-file, but put your delivered image in a suitable application bundle which contains the application icon. See Delivering a Cocoa CAPI application examples.
LispWorks Delivery User Guide - 15 Feb 2015