mywindow.py

import sys
from PyQt5.QtWidgets import QApplication, QWidget
from PyQt5.QtGui import QIcon


class MyWindow(QWidget):
    
    def __init__(self):
        super().__init__()
        self.setGeometry(300, 300, 300, 220)
        self.setWindowTitle('Icon')
        self.setWindowIcon(QIcon('csubu.jpg'))
        self.show()
        
        
if __name__ == '__main__':
    
    app = QApplication(sys.argv)
    ex = MyWindow()
    sys.exit(app.exec_())