Hello! I also use Mint! Gear icon, huh... It could be that you put the executable itself on the desktop and ran it. I recommend you put it somewhere else (i put it in it's own folder inside a programs folder in the documents folder (lots of folders)). As for icons, you can usually right click, select properties and click the file icon in the menu, then you can either search for an available icon in your icon pack, or you can click search and select a png file to use as an icon. Also, if you want to show Classicube on the menu, just run the install-desktop-entry.sh file. Screenshots pending.
Changing File/Folder Icons
Right click the file to show the context menu
In the context menu, select properties (Image). This will open the properties window
In the properties window, select the file icon to show the icon select (Image)
You can select any icon there, or you can click browse to select any image in your PC