I recently published a Blender game with an executable which has a Blender logo. I would however prefer to make a custom logo. How should I do this?
This is not really a question about Blender itself, but additionally to the answers provided in the question linked above you can also make a launcher application to start you game and run it from there.
The launcher application can then have any custom icon you want.
Just create a batch file to start the game with the command
and use some application like Bat to EXE to compile it into an executable. That executable can then have any icon file you want