I built an application and installed it on my computer (LV 8.2) and I don't get an icon to the left of the application name in the Start Menu or in the Task Bar when I minimise the appplication. I do get the icon when I place a shortcut on the desktop.
Did the icon file you used have both 16x16 and 32x32 icons in it? If you don't specify an icon file with 16x16 icons in it, you will not see icons in the places you mention.