you can define the icons for your activity in android manifest file.

<application android:icon="@drawable/icon_name" android:label="@string/app_name">

....

</application> 

you can also place your icons in the various drawable folder depending upon the size anddifferent screen densitites of the image - 

drawable-LDPI (120 dpi, with Low density screen) icon size of 36px x 36px

drawable-MDPI (160 dpi, with Medium density screen) icon size of 48px x 48px

drawable-HDPI (240 dpi, with High density screen) icon size of 72px x 72px

drawable-XHDPI (320 dpi, with Extra-high density screen) icon size of 96px x 96px

drawable-XXHDPI (480 dpi, with Extra-extra-high density screen) icon size of 144px x 144px

drawable-XXXHDPI (640 dpi, with Extra-extra-extra-high density screen) icon size of 192px x 192px