To just change the Icon of a file;
Right click on the file, click "Properties", then select either "Change Icon" located at the bottom of the window or select "Customize" located in the "Tab Bar" @ top, then select "Change Icon"
All of those file extension icon's have stored information about which icon to display for each file type in the registry. It's not a Windows based thing, that icon for the specific filetype is determined on an APPLICATION level. Depending on which default program you have set to a file extension will determine what icon gets displayed for that file extension because it's been added by the program itself, and not your Windows operating system.