set icon?

[Anthony11]

how can i set an icon of window to a .ico file?

[Jesper Juhl]

As far as I know SFML does not support ICO files.
But you can use a PNG.

[Hapax]

sf::Window::setIcon() takes a pointer to an array of pixels (in a specific order). An sf::Image stores its data in an array of pixels (in that required order) and can return a pointer to them.
Therefore, any of sf::Image's file formats can be used to set the window's icon.
From sf::Image::loadFromFile():

The supported image formats are bmp, png, tga, jpg, gif, psd, hdr and pic.

[Anthony11]

well then, is it possible to set it from resource then?

[Hapax]

It depends on your definition of the word resource. If you mean a resource such as a file (you can use the method above) or an sf::Texture (you can use loadFromImage in combination with the above method). However, if you mean Windows' definition of resource (e.g. a script linking external resources), you'll be using Windows-specific code (becomes non-cross-platform).
If you are looking for to only Windows-specific, you should look at this or that. SFML can give you the window's handle (HWND) using sf::Window::getSystemHandle().
This may also be of help (still Windows-specific).

[Mario]

You can also embed the pixel data using a const uint8[] right in your code, which is essentially like your resource, but cross-platform (although a bit tricky to update).