I am developing a game in Python and was wondering how to give it its own icon.  I am using a windows computer and have no extra things installed with Python.  Oh also I am using version 3.3  Is this even possible.
P.S I have found other things on Stack Overflow but they are using different Operating Systems like Ubuntu and Macintosh
You can't. In Windows, custom icons can only be assigned to certain types of files (executables and shortcuts, mostly), and Python scripts are not one of those types.
How To Add An Icon Of My Own To A Python Program