It is currently not possible to set the taskbar icon via wxPython (unless you crack the system variables), this is because windows get the application icon from the executable (which in your case is Python)
pyinstaller, py2exe ( ), - .
pyinstaller, specfile:
exe = EXE(pyz,
a.scripts,
a.binaries,
a.datas,
name=os.path.join('..\\path\\to\\output', 'AppName.exe'),
icon='C:\\abs\\path\\to\\icon\\icon.ico',
debug=False,
strip=False,
upx=False,
console=False )
icon=... .
Python , .