There are two ways to set the icon that displays in the Add/Remove Programs (also known as "Programs and Features") control panel. Which method you use depends on whether you are creating a bundle or MSI package.

Bundle icons.

The Bundle element's IconSourceFile attribute points to the icon that will be used both as the icon for the output executable (i.e. the icon that shows up in file explorer) and the icon in Add/Remove Programs.

<Bundle ... IconSourceFile='path\to\product.ico'>
   ...
</Bundle>

MSI package icons.

Setting the MSI package Add/Remove Programs icon requires an extra step. First, the Icon element's SourceFile attribute should point to the icon to be displayed. Second, a Property element with attribute Id='ARPPRODUCTICON' must set its Value attribute equal to the Id of the Icon element.

<Icon Id='ProductIcon' SourceFile='path\to\product.ico' />

<Property Id='ARPPRODUCTICON' Value='ProductIcon' />

Note: Unlike bundles it is not possible to change the icon displayed in file explorer. That icon is provided via the .msi file association registered by the Windows Installer.