Android and PC mac lunix stnadalone pubishing.

I have a Finished game ready for publishing I was wondering how to change the icon of my application I have my own .ico image for this purpose , this apply to android, pc mac and lunix systems . also when publishing a EXE file for download do I have supply the data file with the download and is there any way of making it a installable application outer information- I use unity free and the game is written in javascript Thanks