(if (eq (delivery-value :console) t) nil :default)
Windows only: The name of a file containing the icon to use, in Windows
.ico format, or
nil (meaning no icon -- not recommended except for console applications) or
:default (which uses the icon from the LispWorks image).
to achieve the same effect on Mac OS X, do not pass
:icon-file, but put your delivered image in a suitable application bundle which contains the application icon. See Delivering a Cocoa CAPI application examples.
LispWorks Delivery User Guide - 15 Feb 2015