Open-DocumentLibrary will automatically display an icon in the document list, according to the file extension. 

For unknown extensions, a default icon will be shown. 

If you want to associate your own file type to an icon that is already shown, or you just want to add a new icon to a new file extension, then read here is how:

add an entry for each extension in the following file:

"dnn root/DesktopModules/XSDocumentLibrary/XSGridDocumentIcon.xml"

For example, O-DL has icons associated with .doc documents but not with .docx extensions.  If you wanted to associate the "word" icon with teh .docx extension, then you would add an entry such as the one below: 

Should you want to associate a different icon alltogether, then just place the path of your new icon in the entry above.