First of all, TSplus can't publish shortcuts, therefore TSplus cannot change icons.

Some applications are compiled with the .ico integrated. In this case you can't change the icon.

However you can use tools such as "Advanced Bat to Exe Converter" to generate an executable that will contain the requested icon.
This executable will then simply launch the initial executable of your software. Like a shortcut, but as an executable that you can publish in TSplus.