Create your icon using Icon Composer (from a jpg, etc). Icon Composer will provide a .icns file for you to import into your project (Project Menu -> Add To Project, or drag and drop). In XCode expand Targets, double click the desired target, Under Info.plist Entries select Simple View, under Application Icon enter the name of the imported icns file.
One you build your app you can simply grab the app file out of the project's build directory. As far as an installer, etc. that's another topic.
Hope this brief reply proves helpful.