This screen illustrates my usage of the icons with Windows 3.1. This is a Windows Group that I named "Financial".

The dollar-sign icons with the year call MoneyCounts to work with the database for that year.
When I double click on the icon 1997 Books, for example, I get MoneyCounts running in a Window with the 1997 database.

To create each item within the Financial group, you need to create a Program Item such as this one.
This item will associate the MoneyCounts program, the database for the year, and the icon for the year.

Analogous capability exists in Windows 95 and 98. The terminology is different however.
In Windows 95 and 95, you would create a Financial "folder" on your desktop and fill it with "shortcuts" to MoneyCounts and other financial programs.
You would use the shortcut to associate the MoneyCounts program, the database for the year, and the icon for the year.