The code on that documentation page is auto-generated, and may not be implemented at this time. Currently, we do not support .ico or .icns files, as you are not able to import files of this type into the editor. On the page linked below, under the “What Common File Format are Supported?” header, you will find all of the file formats that we support at this time: Unreal Engine 4 For Unity Developers | Unreal Engine Documentation