This is helpful general advice that unfortunately does not apply to the Endnote program icon or a shortcut that’s created from the .exe. You can verify this by following the advice toward the bottom of the “how to” message that you attached:
If you use menu, click once to bring up EndNote.exe (either as the program or as a shortcut). Now, right-click, hit properties, and notice on the short-cut menu that the “change icon” box is grayed-out. I want to change the icon because I have too many blue icons at the bottom of my screen. Whereas the yellow Endnote 7 icon stood out, the blue Endnote 8 icon is not distinct.