What part do you have a problem with? Copying the path or setting the icon image?
For the icon image, just select the retrofe executable in your file browser, set properties, change icon, and select the png file in that same directory. I haven't figured out how to do this automatically for all window managers yet, so it's a manual action.
For the copying: the compile script creates a complete setup ready for you in Artifacts\linux\RetroFE. You can simply copy or move that directory to wherever you want to have your installation, and then run retrofe in that directory.