ICON DA APLICAÇAO

create an icon called "icon.ico"
create a text file called game.rc

//game.rc
#include <windows.h>
allegro_icon ICON "icon.ico"

At the command prompt type:
windres -O coff -o -i game.rc -o game.o

If you compile at command prompt:
gcc main.cpp game.o -o game.exe -lalleg

If you use MSVC:
Add game.rc to your project.