Указываете файл ресурса - получаете индекс выбранной иконки.

Код:
Add(InlineCode,12398321,476,252)
{
 WorkPoints=#6:ChIcon|
 EventPoints=#8:onChIcon|
 Code=#15:unit HiAsmUnit;|0:|9:interface|0:|37:uses kol,Share,Debug,activex,windows;|0:|4:type|28: THiAsmClass = class(TDebug)|10:   private|0:|9:   public|23:    onChIcon:THI_Event;|0:|47:    procedure ChIcon(var dt:TData; index:word);|0:|5: end;|0:|14:implementation|0:|78:function SHChangeIconDialog(hOwner: LongInt; sFilename: LPWSTR; nBuf: LongInt;|78:  var nIconIndex: LongInt): LongInt; stdcall; external 'Shell32.dll' index 62;|0:|29:procedure THiAsmClass.ChIcon;|16:var c,d:LongInt;|13:    s:string;|22:    nFileName: LPWSTR;|19:    FNLen: Integer;|5:begin|19: s := ToString(dt);|24: FNLen := Length(s) + 1;|55: nFileName := CoTaskMemAlloc(FnLen * sizeof(WideChar));|39: StringToWideChar(s, nFileName, FnLen);|8: c := 0;|51: d := SHChangeIconDialog(ReadHandle,nFileName,0,c);|23: if d = 0 then c := -1;|25: _hi_OnEvent(onChIcon,c);|4:end;|0:|4:end.|
 link(onChIcon,14607798:doMessage,[])
}
Add(Button,7519097,427,252)
{
 Left=10
 Top=10
 Width=95
 Caption="Выбор иконки"
 Data=String(C:\WINDOWS\\explorer.exe)
 link(onClick,12398321:ChIcon,[])
 AddHint(-180,8,163,13,Data)
}
Add(Message,14607798,525,252)
{
}

https://forumupload.ru/uploads/001b/10/a7/10/t660351.png