Not a thing I would have a need to do, but, I think folders within folders are all linked, and would be extremely difficult to change - if at all possible!
You can, of course, change single folders (that is, folders without sub folders) in the usual way -
Right click, select properties and then the customise tab. Then select the change icon tab. Problem there is that if, as must happen, you then put an item in the "Empty" folder, it will remain showing empty. Logically, I could not see any programming method which could alter that.