At present, Desura for Linux lacks an interface for setting the icons on games not installed by Desura itself. However, that doesn't mean you can't do it. If you manually edit Desura's database, it will happily display icons of your choice. (As long as they're not in XPM or SVG format)
Here's how to do it:
- Close Desura. Otherwise, it will overwrite any changes you make.
- Download my little set_icon.py script from gist.github.com/1692707 and put it into the desura folder.
- Open a terminal window and use the "cd" command to change into the desura folder.
- Run ./set_icon.py "Exact name of the game" icon_name_or_path
- Reopen Desura.
You can find more information in the header of the script itself. Enjoy.