The file format icon is determined by the software opened by default in the system. Right-click the file and select "Open Mode". If the default playback software changes, the icon will change accordingly.

On the other hand, when windows media player opens a file, it will search the related information of this music file on the Internet and save it in the same directory, but these contents are hidden. As long as you open the visible and hidden file mode of windows, you will see these files, including the cover picture of this music CD, which is the icon you see.