This icon was made to work with icon docks like Rocket Dock or StarDock. If you want it as a desktop icon, the easiest way is to just create a shortcut to the Minecraft exe file (the one you click to run Minecraft) then right-click on the shortcut and click the "Change Icon..." button under the "Shortcut" tab. The only way I know of to change the icon of the actual .exe file is to use a program like Resource Hacker (there's all kinds of tutorials if you google it).
All of this is of course assuming that you use Windows. Maybe google can help you with another OS.
Thanks for checking out my icon and wanting to use it!