from tkinter import Tk
root = Tk()
#some other codes here which you don't really need to care about

root.iconbitmap(r'icon.ico') #<--- this statement will be adding the icon
root.mainloop()



--------------------------------error----
Traceback (most recent call last):
  File "file.py", line 12, in <module>
    root.iconbitmap(r'icon.ico')
  File "/usr/lib/python2.7/lib-tk/Tkinter.py", line 1701, in wm_iconbitmap
    return self.tk.call('wm', 'iconbitmap', self._w, bitmap)
_tkinter.TclError: bitmap "icon.ico" not defined