If the question is about creating a desktop icon, then you need to create an image (256x256px).
Save your drawing in most any format you want (as long as the icon editor supports it) and then you need to use an icon editor programme like IcoFX.
Now, IcoFX used to be free (and my installed version certainly was free), but now it costs about $59.
You may be able to find other free icon editors.
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