This guide will teach you how to make that file folder on you desktop, look like something cooler. Go from this:

To this:
First off, we need a file. Find a file on your desktop, it should look like this:
Right click that, and you should get a list of options like this:
Click properties. You should get a screen that looks like this:
Go to the customize tag, and you will end up at this screen. :

Click change icon.
And finally, you get to choose the icon you wish to use. Once you have one, just click ok.