Basically to create an icon that prevent user from deleting it, we call this icon as shell object. If you don't what keyword to search in google, I would suggest using "create shell object".
Anyway I found these two article which might help, if you are looking for article that help you create icon that cant be deleted by user or we call it shell object.
Add Custom Folder to My Computer or the Desktop (All Windows) Popular
Shellfolders & -objects
Create and add your own folders/objects at places you're not supposed to, and make them behave like shell objects.