If you mean the icon for the shortcut on the Windows desktop, you can change it to whatever you like.
Right click the shortcut, select Properties and click the Change icon button, browse to an .ico file, like the one I've attached - in a zip, ico files cannot be uploaded to MR <sigh>
Next time you update calibre go into Advanced after checking "I accept the terms in the License Agreement" and uncheck Create shortcut… you'll only have to do that once.
Added: You'll need to put the .ico file somewhere safe that won't move before changing the shortcut properties.
If you mean within calibre see ==>>
calibre User Manual: Overriding icons, templates, et cetera
BR